+898.2%
ETSY vs USFD
+353.4%
+544.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.7% | -2.4% |
| 7D | -4.3% | +3.9% | -8.3% | -5.3% |
| 30D | +15.3% | +12.8% | +2.5% | +11.9% |
| 3M | +3.4% | +1.0% | +2.4% | +3.1% |
| 6M | +37.4% | +30.3% | +7.1% | +28.2% |
| YTD | +59.5% | +46.0% | +13.6% | +43.4% |
| 1Y | +49.7% | +49.6% | +0.1% | +33.5% |
| 3Y | +42.6% | +166.3% | -123.7% | +9.8% |
| 5Y | -65.8% | +208.4% | -274.2% | -74.6% |
| 10Y | +677.8% | +371.2% | +306.6% | +469.0% |
| All | +898.2% | +353.4% | +544.8% | +636.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling