+8.5%
ETSY vs FFIV
+141.9%
-133.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.8% |
| 7D | -10.9% | -1.5% | -9.4% | -10.5% |
| 30D | -14.9% | -2.7% | -12.2% | -14.4% |
| 3M | +5.8% | -1.7% | +7.5% | +5.2% |
| 6M | +29.1% | +36.1% | -7.0% | +12.7% |
| YTD | +31.3% | +52.6% | -21.3% | +9.2% |
| 1Y | +25.1% | +21.5% | +3.6% | +12.4% |
| 3Y | +8.5% | +142.7% | -134.2% | -37.2% |
| All | +8.5% | +141.9% | -133.5% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling