+199.8%
ETSY vs FE
+113.0%
+86.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +25.8% | +5.2% | +20.6% | +23.8% |
| 3M | +9.3% | 0.0% | +9.3% | +9.4% |
| 6M | +38.4% | +5.0% | +33.4% | +36.3% |
| YTD | +62.2% | +7.9% | +54.3% | +57.9% |
| 1Y | +58.3% | +6.3% | +52.0% | +54.8% |
| 3Y | +42.6% | +46.0% | -3.5% | +24.6% |
| 5Y | -65.4% | +45.6% | -111.1% | -69.9% |
| 10Y | +685.4% | +109.3% | +576.1% | +526.2% |
| All | +199.8% | +113.0% | +86.8% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling