+194.8%
ETSY vs FIVE
+602.0%
-407.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -4.0% |
| 7D | -4.3% | +6.2% | -10.5% | -6.7% |
| 30D | +15.3% | +18.2% | -2.9% | +7.5% |
| 3M | +3.4% | +3.8% | -0.5% | +1.2% |
| 6M | +37.4% | +13.7% | +23.6% | +27.9% |
| YTD | +59.5% | +34.7% | +24.8% | +36.9% |
| 1Y | +49.7% | +66.6% | -17.0% | +17.0% |
| 3Y | +42.6% | +44.3% | -1.7% | +6.3% |
| 5Y | -65.8% | +18.8% | -84.6% | -72.3% |
| 10Y | +677.8% | +569.2% | +108.6% | +217.3% |
| All | +194.8% | +602.0% | -407.2% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling