-47.3%
ETSY vs FGI
-70.4%
+23.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.5% | -14.3% | -6.9% |
| 7D | -8.5% | +0.5% | -9.0% | -8.5% |
| 30D | -10.9% | +65.4% | -76.3% | -13.1% |
| 3M | +14.1% | +23.5% | -9.4% | +11.9% |
| 6M | +37.5% | +60.5% | -23.0% | +31.9% |
| YTD | +38.0% | +30.0% | +8.0% | +33.1% |
| 1Y | +46.5% | +82.1% | -35.5% | +35.5% |
| 3Y | +2.5% | -4.4% | +6.9% | -4.0% |
| All | -47.3% | -70.4% | +23.1% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling