+65.2%
ETSY vs FDS
+31.1%
+34.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.9% | +4.2% | +6.2% |
| 7D | +4.2% | +9.4% | -5.2% | +1.3% |
| 30D | +35.8% | +23.8% | +12.0% | +27.0% |
| 3M | +11.4% | +25.1% | -13.8% | +3.9% |
| 6M | +50.3% | +53.8% | -3.5% | +30.6% |
| YTD | +73.6% | +19.6% | +54.0% | +61.0% |
| 1Y | +65.2% | +31.6% | +33.5% | +40.4% |
| All | +65.2% | +31.1% | +34.0% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling