+83.9%
FCX vs ETSY
+41.3%
+42.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | -14.7% | +7.3% | -22.0% | -15.7% |
| 3M | -11.2% | +10.3% | -21.5% | -12.8% |
| 6M | -11.4% | +55.1% | -66.4% | -18.4% |
| YTD | +17.7% | +60.5% | -42.8% | +6.3% |
| 1Y | +47.5% | +52.2% | -4.7% | +34.5% |
| 3Y | +83.9% | +40.8% | +43.1% | +52.1% |
| All | +83.9% | +41.3% | +42.5% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling