+421.9%
ETSY vs USFD
+306.5%
+115.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.2% | -0.9% |
| 7D | -12.9% | -7.0% | -5.9% | -11.3% |
| 30D | -11.5% | -10.3% | -1.2% | -9.0% |
| 3M | +3.5% | +9.2% | -5.7% | +1.0% |
| 6M | +27.6% | +7.4% | +20.2% | +24.6% |
| YTD | +28.4% | +29.4% | -1.0% | +18.8% |
| 1Y | +27.1% | +24.8% | +2.2% | +18.6% |
| 3Y | +6.0% | +150.0% | -144.0% | -17.4% |
| 5Y | -67.1% | +195.5% | -262.6% | -75.3% |
| 10Y | +421.9% | +315.7% | +106.2% | +276.1% |
| All | +421.9% | +306.5% | +115.4% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling