+424.6%
ETSY vs FDS
+64.8%
+359.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +2.4% |
| 7D | -4.9% | -14.0% | +9.1% | +3.9% |
| 30D | -8.6% | -6.2% | -2.4% | -5.3% |
| 3M | +4.8% | +10.2% | -5.4% | -3.2% |
| 6M | +38.1% | +27.4% | +10.6% | +14.0% |
| YTD | +31.2% | -9.3% | +40.5% | +33.6% |
| 1Y | +22.1% | -28.6% | +50.7% | +44.2% |
| 3Y | +12.2% | -36.8% | +49.1% | +40.5% |
| 5Y | -66.5% | -28.6% | -37.9% | -60.5% |
| All | +424.6% | +64.8% | +359.8% | +275.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling