-66.1%
ETSY vs USFD
+214.9%
-281.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.3% |
| 7D | -10.9% | -3.3% | -7.6% | -9.3% |
| 30D | -14.9% | -5.3% | -9.6% | -12.4% |
| 3M | +5.8% | +18.8% | -13.0% | -4.3% |
| 6M | +29.1% | +14.3% | +14.8% | +18.2% |
| YTD | +31.3% | +36.9% | -5.5% | +6.1% |
| 1Y | +25.1% | +31.7% | -6.6% | +3.2% |
| 3Y | +8.5% | +164.5% | -156.0% | -45.7% |
| 5Y | -66.1% | +212.6% | -278.7% | -84.0% |
| All | -66.1% | +214.9% | -281.0% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling