-49.8%
ETSY vs FGI
-69.8%
+20.0%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.7% | -4.9% |
| 7D | -10.9% | +5.2% | -16.1% | -11.0% |
| 30D | -14.9% | +65.2% | -80.1% | -16.9% |
| 3M | +5.8% | +30.2% | -24.4% | +3.6% |
| 6M | +29.1% | +87.8% | -58.7% | +23.4% |
| YTD | +31.3% | +32.5% | -1.1% | +26.7% |
| 1Y | +25.1% | +93.6% | -68.5% | +15.5% |
| 3Y | +8.5% | -2.6% | +11.1% | +1.5% |
| All | -49.8% | -69.8% | +20.0% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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