+155.0%
ETSY vs FIVE
+597.6%
-442.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.1% | -11.8% | -8.9% |
| 7D | -8.5% | +4.3% | -12.7% | -10.3% |
| 30D | -10.9% | +12.5% | -23.4% | -15.6% |
| 3M | +14.1% | +31.2% | -17.1% | +0.7% |
| 6M | +37.5% | +14.4% | +23.1% | +27.1% |
| YTD | +38.0% | +33.9% | +4.1% | +19.0% |
| 1Y | +46.5% | +65.1% | -18.5% | +14.7% |
| 3Y | +2.5% | +49.0% | -46.5% | -24.7% |
| 5Y | -65.3% | +30.3% | -95.6% | -72.9% |
| 10Y | +451.6% | +481.1% | -29.5% | +135.5% |
| All | +155.0% | +597.6% | -442.6% | +2.3% |
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