+194.3%
ETSY vs FE
+113.3%
+81.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.5% | -0.3% | -3.3% | -3.4% |
| 30D | +11.4% | +3.9% | +7.5% | +10.0% |
| 3M | +10.9% | -0.1% | +11.0% | +10.9% |
| 6M | +53.5% | +6.1% | +47.4% | +50.7% |
| YTD | +59.3% | +8.1% | +51.2% | +55.0% |
| 1Y | +38.2% | +4.4% | +33.8% | +35.9% |
| 3Y | +39.6% | +49.0% | -9.4% | +21.2% |
| 5Y | -67.6% | +46.1% | -113.7% | -71.8% |
| 10Y | +653.3% | +122.6% | +530.8% | +493.5% |
| All | +194.3% | +113.3% | +81.0% | +122.9% |
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