+662.6%
ETSY vs FFIV
+118.6%
+544.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +2.2% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | +7.3% | -32.4% | +39.7% | +28.8% |
| 3M | +10.3% | -25.7% | +36.0% | +23.8% |
| 6M | +55.1% | -13.5% | +68.6% | +56.3% |
| YTD | +60.5% | +21.1% | +39.4% | +29.6% |
| 1Y | +52.2% | +29.4% | +22.8% | +17.6% |
| 3Y | +40.8% | +94.9% | -54.1% | -22.9% |
| 5Y | -67.3% | +34.7% | -102.0% | -77.1% |
| All | +662.6% | +118.6% | +544.1% | +299.7% |
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