-38.0%
ETSY vs FGI
-70.6%
+32.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | +1.1% | -7.0% | +8.0% | +1.2% |
| 30D | +25.8% | -4.2% | +30.0% | +25.8% |
| 3M | +9.3% | +55.6% | -46.3% | +6.7% |
| 6M | +38.4% | -3.2% | +41.6% | +36.2% |
| YTD | +62.2% | +29.1% | +33.1% | +56.3% |
| 1Y | +58.3% | +51.0% | +7.4% | +50.9% |
| 3Y | +42.6% | +1.5% | +41.0% | +32.6% |
| All | -38.0% | -70.6% | +32.5% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling