-67.1%
ETSY vs FE
+46.0%
-113.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -12.9% | -0.2% | -12.7% | -12.8% |
| 30D | -11.5% | -1.2% | -10.3% | -11.0% |
| 3M | +3.5% | +1.7% | +1.9% | +3.0% |
| 6M | +27.6% | -7.5% | +35.1% | +31.3% |
| YTD | +28.4% | +6.3% | +22.1% | +24.9% |
| 1Y | +27.1% | +10.9% | +16.2% | +21.1% |
| 3Y | +6.0% | +46.9% | -40.9% | -11.7% |
| 5Y | -67.1% | +47.6% | -114.7% | -72.0% |
| All | -67.1% | +46.0% | -113.1% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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