+421.9%
ETSY vs FIVE
+486.0%
-64.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.1% |
| 7D | -12.9% | +1.7% | -14.5% | -13.7% |
| 30D | -11.5% | +5.0% | -16.5% | -13.7% |
| 3M | +3.5% | +29.5% | -26.0% | -8.3% |
| 6M | +27.6% | +12.4% | +15.2% | +18.7% |
| YTD | +28.4% | +31.2% | -2.8% | +11.3% |
| 1Y | +27.1% | +72.9% | -45.8% | -3.0% |
| 3Y | +6.0% | +53.0% | -47.0% | -23.8% |
| 5Y | -67.1% | +34.2% | -101.3% | -74.7% |
| 10Y | +421.9% | +497.6% | -75.7% | +132.9% |
| All | +421.9% | +486.0% | -64.1% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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