-67.4%
ETSY vs FRSH
-72.6%
+5.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -12.7% | -11.2% | -1.6% | -8.0% |
| 30D | -9.9% | -0.8% | -9.1% | -9.8% |
| 3M | +4.2% | +26.4% | -22.2% | -7.1% |
| 6M | +34.2% | +48.4% | -14.2% | +10.1% |
| YTD | +29.1% | -3.1% | +32.2% | +26.7% |
| 1Y | +23.8% | -8.7% | +32.5% | +24.6% |
| 3Y | +6.6% | -45.8% | +52.4% | +28.2% |
| All | -67.4% | -72.6% | +5.2% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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