+656.6%
ETSY vs FIVE
+505.3%
+151.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.5% |
| 7D | -3.5% | +2.4% | -6.0% | -4.7% |
| 30D | +11.4% | +15.8% | -4.5% | +4.5% |
| 3M | +10.9% | +3.8% | +7.1% | +8.4% |
| 6M | +53.5% | +18.5% | +35.0% | +40.1% |
| YTD | +59.3% | +31.2% | +28.0% | +37.8% |
| 1Y | +38.2% | +61.8% | -23.6% | +8.9% |
| 3Y | +39.6% | +39.9% | -0.3% | +5.2% |
| 5Y | -67.6% | +18.3% | -85.9% | -73.8% |
| All | +656.6% | +505.3% | +151.2% | +247.5% |
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