+194.5%
ETSY vs FIVE
+593.6%
-399.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.6% |
| 7D | -8.2% | -0.5% | -7.7% | -8.1% |
| 30D | +14.8% | +17.4% | -2.6% | +7.3% |
| 3M | +11.2% | +7.0% | +4.1% | +7.4% |
| 6M | +47.6% | +20.5% | +27.1% | +34.0% |
| YTD | +59.4% | +33.1% | +26.2% | +37.5% |
| 1Y | +38.6% | +67.1% | -28.5% | +8.3% |
| 3Y | +39.7% | +41.9% | -2.2% | +4.9% |
| 5Y | -65.1% | +21.1% | -86.2% | -72.0% |
| 10Y | +653.8% | +518.8% | +135.0% | +215.8% |
| All | +194.5% | +593.6% | -399.1% | +18.1% |
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