+155.0%
ETSY vs FDS
+115.9%
+39.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.5% | -3.2% | -4.6% |
| 7D | -8.5% | -1.9% | -6.6% | -7.4% |
| 30D | -10.9% | +9.0% | -19.9% | -15.4% |
| 3M | +14.1% | +18.9% | -4.7% | +0.7% |
| 6M | +37.5% | +35.1% | +2.4% | +10.2% |
| YTD | +38.0% | +5.5% | +32.5% | +28.4% |
| 1Y | +46.5% | -16.8% | +63.4% | +57.6% |
| 3Y | +2.5% | -28.1% | +30.6% | +19.0% |
| 5Y | -65.3% | -17.4% | -47.9% | -62.6% |
| 10Y | +451.6% | +85.4% | +366.2% | +249.0% |
| All | +155.0% | +115.9% | +39.2% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling