+142.7%
ETSY vs USFR
+27.9%
+114.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.9% | -4.8% |
| 7D | -10.9% | +0.1% | -11.0% | -10.9% |
| 30D | -14.9% | +0.3% | -15.2% | -15.0% |
| 3M | +5.8% | +1.0% | +4.8% | +5.4% |
| 6M | +29.1% | +1.9% | +27.2% | +28.1% |
| YTD | +31.3% | +2.7% | +28.7% | +29.9% |
| 1Y | +25.1% | +4.0% | +21.1% | +23.0% |
| 3Y | +8.5% | +14.0% | -5.6% | +2.3% |
| 5Y | -66.1% | +20.4% | -86.5% | -69.0% |
| 10Y | +410.3% | +28.1% | +382.2% | +351.0% |
| All | +142.7% | +27.9% | +114.8% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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