+142.7%
ETSY vs FTI
+182.3%
-39.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.5% |
| 7D | -10.9% | -0.2% | -10.7% | -10.9% |
| 30D | -14.9% | +12.3% | -27.2% | -16.3% |
| 3M | +5.8% | +13.8% | -8.0% | +3.6% |
| 6M | +29.1% | +24.3% | +4.8% | +24.6% |
| YTD | +31.3% | +75.8% | -44.4% | +20.7% |
| 1Y | +25.1% | +99.6% | -74.5% | +12.8% |
| 3Y | +8.5% | +278.4% | -269.9% | -11.8% |
| 5Y | -66.1% | +1,168.7% | -1,234.8% | -77.1% |
| 10Y | +410.3% | +297.5% | +112.8% | +316.7% |
| All | +142.7% | +182.3% | -39.6% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling