-67.0%
ETSY vs FDS
-28.1%
-38.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +3.8% |
| 7D | -12.7% | -16.0% | +3.3% | -3.8% |
| 30D | -9.9% | -6.7% | -3.2% | -6.5% |
| 3M | +4.2% | +6.0% | -1.8% | -0.8% |
| 6M | +34.2% | +25.1% | +9.1% | +13.0% |
| YTD | +29.1% | -8.1% | +37.3% | +32.8% |
| 1Y | +23.8% | -26.0% | +49.8% | +47.6% |
| 3Y | +6.6% | -36.4% | +43.1% | +36.5% |
| 5Y | -67.0% | -27.7% | -39.3% | -50.2% |
| All | -67.0% | -28.1% | -38.9% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling