+314.0%
FCX vs ETSY
+134.9%
+179.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.8% | +10.2% | +6.4% |
| 7D | +5.7% | -10.9% | +16.7% | +8.3% |
| 30D | +10.1% | -14.9% | +24.9% | +13.6% |
| 3M | +20.2% | +5.8% | +14.4% | +17.7% |
| 6M | +29.7% | +29.1% | +0.6% | +20.7% |
| YTD | +51.9% | +31.3% | +20.6% | +39.7% |
| 1Y | +66.0% | +25.1% | +40.9% | +52.0% |
| 3Y | +102.7% | +8.5% | +94.3% | +85.0% |
| 5Y | +138.9% | -66.1% | +204.9% | +163.7% |
| 10Y | +701.1% | +410.3% | +290.8% | +301.5% |
| All | +314.0% | +134.9% | +179.1% | +83.5% |
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 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