+196.7%
ETSY vs FDS
+137.8%
+58.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -1.0% | +1.5% | -2.5% | -1.9% |
| 30D | +7.3% | +14.8% | -7.5% | -1.3% |
| 3M | +10.3% | +16.3% | -6.0% | +0.1% |
| 6M | +55.1% | +66.2% | -11.2% | +9.1% |
| YTD | +60.5% | +16.2% | +44.3% | +40.1% |
| 1Y | +52.2% | +21.8% | +30.3% | +27.7% |
| 3Y | +40.8% | -23.9% | +64.7% | +58.1% |
| 5Y | -67.3% | -23.1% | -44.2% | -63.1% |
| 10Y | +659.4% | +128.7% | +530.7% | +320.5% |
| All | +196.7% | +137.8% | +58.8% | +46.3% |
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