+662.6%
ETSY vs USFD
+359.9%
+302.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.0% | +1.7% | -2.7% | -1.5% |
| 30D | +7.3% | +10.2% | -2.8% | +4.8% |
| 3M | +10.3% | -1.5% | +11.8% | +10.8% |
| 6M | +55.1% | +27.3% | +27.7% | +45.4% |
| YTD | +60.5% | +44.0% | +16.5% | +44.7% |
| 1Y | +52.2% | +50.4% | +1.8% | +35.4% |
| 3Y | +40.8% | +153.6% | -112.8% | +9.4% |
| 5Y | -67.3% | +219.0% | -286.3% | -75.8% |
| All | +662.6% | +359.9% | +302.7% | +445.6% |
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