-66.1%
ETSY vs FIVE
+38.7%
-104.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.6% | -5.2% |
| 7D | -10.9% | +3.7% | -14.6% | -12.6% |
| 30D | -14.9% | +4.0% | -18.8% | -16.7% |
| 3M | +5.8% | +36.2% | -30.4% | -8.9% |
| 6M | +29.1% | +18.0% | +11.1% | +17.0% |
| YTD | +31.3% | +34.9% | -3.5% | +11.5% |
| 1Y | +25.1% | +67.9% | -42.8% | -4.8% |
| 3Y | +8.5% | +57.3% | -48.8% | -21.6% |
| 5Y | -66.1% | +39.5% | -105.6% | -73.4% |
| All | -66.1% | +38.7% | -104.8% | -73.4% |
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