-65.2%
ETSY vs FIVE
+18.8%
-84.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -3.7% | +7.3% | -11.1% | -6.7% |
| 30D | +12.8% | +18.1% | -5.3% | +4.7% |
| 3M | +7.6% | +7.7% | -0.1% | +3.4% |
| 6M | +34.4% | +13.6% | +20.7% | +24.7% |
| YTD | +56.0% | +34.6% | +21.4% | +32.5% |
| 1Y | +43.6% | +66.2% | -22.7% | +10.2% |
| 3Y | +36.8% | +43.5% | -6.7% | +7.7% |
| 5Y | -65.2% | +20.7% | -85.9% | -70.6% |
| All | -65.2% | +18.8% | -84.0% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling