+416.1%
ETSY vs FFIV
+238.2%
+178.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | -12.7% | +1.6% | -14.3% | -13.6% |
| 30D | -9.9% | -3.7% | -6.2% | -8.6% |
| 3M | +4.2% | +2.0% | +2.2% | +1.0% |
| 6M | +34.2% | +39.3% | -5.1% | +7.3% |
| YTD | +29.1% | +56.1% | -27.0% | -4.8% |
| 1Y | +23.8% | +22.0% | +1.8% | +5.1% |
| 3Y | +6.6% | +148.2% | -141.6% | -45.7% |
| 5Y | -67.0% | +96.3% | -163.3% | -80.3% |
| All | +416.1% | +238.2% | +178.0% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling