+223.6%
FANG vs ETSY
+134.7%
+88.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | +2.9% | -4.9% | +7.8% | +3.3% |
| 30D | +2.6% | -8.6% | +11.2% | +3.3% |
| 3M | +7.6% | +4.8% | +2.8% | +6.7% |
| 6M | +17.3% | +38.1% | -20.8% | +13.0% |
| YTD | +38.7% | +31.2% | +7.4% | +33.7% |
| 1Y | +51.6% | +22.1% | +29.5% | +46.3% |
| 3Y | +50.0% | +12.2% | +37.7% | +43.0% |
| 5Y | +237.6% | -66.5% | +304.0% | +249.8% |
| 10Y | +180.7% | +433.4% | -252.8% | +94.2% |
| All | +223.6% | +134.7% | +88.9% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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