+8.5%
ETSY vs FIVE
+59.0%
-50.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.6% | -5.0% |
| 7D | -10.9% | +3.7% | -14.6% | -11.7% |
| 30D | -14.9% | +4.0% | -18.8% | -15.7% |
| 3M | +5.8% | +36.2% | -30.4% | -1.6% |
| 6M | +29.1% | +18.0% | +11.1% | +23.4% |
| YTD | +31.3% | +34.9% | -3.5% | +21.9% |
| 1Y | +25.1% | +67.9% | -42.8% | +10.5% |
| 3Y | +8.5% | +57.3% | -48.8% | -14.8% |
| All | +8.5% | +59.0% | -50.6% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling