-39.1%
ETSY vs FGI
-70.0%
+30.9%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.7% |
| 7D | -4.3% | -1.4% | -3.0% | -4.3% |
| 30D | +15.3% | -3.2% | +18.5% | +15.3% |
| 3M | +3.4% | +64.1% | -60.7% | +0.8% |
| 6M | +37.4% | +17.2% | +20.2% | +34.6% |
| YTD | +59.5% | +31.6% | +27.9% | +53.7% |
| 1Y | +49.7% | +45.1% | +4.6% | +42.8% |
| 3Y | +42.6% | -2.0% | +44.6% | +33.4% |
| All | -39.1% | -70.0% | +30.9% | -38.3% |
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