+59.6%
FCX vs ETSY
+47.8%
+11.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +7.0% | +0.6% |
| 7D | -4.9% | -8.5% | +3.6% | -4.4% |
| 30D | +4.8% | -10.9% | +15.7% | +5.5% |
| 3M | +4.6% | +14.1% | -9.5% | +3.3% |
| 6M | +10.8% | +37.5% | -26.7% | +7.7% |
| YTD | +44.2% | +38.0% | +6.2% | +39.2% |
| 1Y | +59.6% | +46.5% | +13.0% | +52.5% |
| All | +59.6% | +47.8% | +11.8% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling