-67.1%
ETSY vs FFIV
+100.0%
-167.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -4.5% |
| 7D | -12.9% | +3.5% | -16.4% | -14.7% |
| 30D | -11.5% | -1.3% | -10.1% | -11.4% |
| 3M | +3.5% | +2.4% | +1.2% | 0.0% |
| 6M | +27.6% | +41.8% | -14.2% | -0.6% |
| YTD | +28.4% | +58.5% | -30.1% | -8.1% |
| 1Y | +27.1% | +24.3% | +2.7% | +5.7% |
| 3Y | +6.0% | +152.0% | -146.0% | -53.3% |
| 5Y | -67.1% | +99.1% | -166.3% | -81.1% |
| All | -67.1% | +100.0% | -167.1% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling