+142.7%
ETSY vs FLR
+2.7%
+140.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -4.9% |
| 7D | -10.9% | +0.7% | -11.6% | -11.0% |
| 30D | -14.9% | -0.7% | -14.2% | -14.9% |
| 3M | +5.8% | +14.3% | -8.5% | +3.1% |
| 6M | +29.1% | +25.6% | +3.5% | +23.5% |
| YTD | +31.3% | +42.9% | -11.5% | +23.1% |
| 1Y | +25.1% | +38.7% | -13.6% | +17.7% |
| 3Y | +8.5% | +61.8% | -53.3% | -2.9% |
| 5Y | -66.1% | +254.1% | -320.2% | -72.7% |
| 10Y | +410.3% | +20.0% | +390.3% | +454.6% |
| All | +142.7% | +2.7% | +140.0% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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