+40.8%
ETSY vs FDS
-23.3%
+64.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.0% | +1.5% | -2.5% | -1.5% |
| 30D | +7.3% | +14.8% | -7.5% | +2.4% |
| 3M | +10.3% | +16.3% | -6.0% | +4.7% |
| 6M | +55.1% | +66.2% | -11.2% | +28.1% |
| YTD | +60.5% | +16.2% | +44.3% | +50.5% |
| 1Y | +52.2% | +21.8% | +30.3% | +39.6% |
| 3Y | +40.8% | -23.9% | +64.7% | +54.5% |
| All | +40.8% | -23.3% | +64.1% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling