-67.0%
ETSY vs FTV
-3.0%
-64.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +2.5% |
| 7D | -12.7% | -5.2% | -7.5% | -8.7% |
| 30D | -9.9% | -11.5% | +1.6% | -0.4% |
| 3M | +4.2% | -9.0% | +13.2% | +11.4% |
| 6M | +34.2% | -2.0% | +36.2% | +34.0% |
| YTD | +29.1% | -0.9% | +30.1% | +26.3% |
| 1Y | +23.8% | +14.8% | +9.0% | +4.8% |
| 3Y | +6.6% | -5.5% | +12.2% | +3.9% |
| 5Y | -67.0% | -1.9% | -65.1% | -71.2% |
| All | -67.0% | -3.0% | -64.0% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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