-65.8%
ETSY vs FTI
+1,066.8%
-1,132.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -4.9% | -4.4% | -0.5% | -4.2% |
| 30D | -8.6% | +1.5% | -10.1% | -8.9% |
| 3M | +4.8% | +8.2% | -3.4% | +3.0% |
| 6M | +38.1% | +18.8% | +19.3% | +33.2% |
| YTD | +31.2% | +71.7% | -40.4% | +18.4% |
| 1Y | +22.1% | +90.0% | -67.9% | +7.9% |
| 3Y | +12.2% | +270.5% | -258.2% | -13.7% |
| All | -65.8% | +1,066.8% | -1,132.6% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling