+155.0%
ETSY vs FFIV
+234.2%
-79.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.5% |
| 7D | -8.5% | -1.0% | -7.5% | -8.1% |
| 30D | -10.9% | -5.1% | -5.8% | -9.0% |
| 3M | +14.1% | -4.5% | +18.6% | +15.1% |
| 6M | +37.5% | +36.5% | +1.0% | +11.8% |
| YTD | +38.0% | +53.0% | -15.0% | +3.8% |
| 1Y | +46.5% | +24.2% | +22.3% | +23.5% |
| 3Y | +2.5% | +137.2% | -134.7% | -45.0% |
| 5Y | -65.3% | +91.8% | -157.1% | -78.6% |
| 10Y | +451.6% | +215.2% | +236.4% | +157.1% |
| All | +155.0% | +234.2% | -79.2% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling