+182.1%
FDX vs ETSY
+187.1%
-5.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +5.2% | -1.0% | +6.2% | +5.3% |
| 30D | +11.3% | +7.3% | +4.0% | +10.0% |
| 3M | -4.1% | +10.3% | -14.4% | -5.7% |
| 6M | +9.6% | +55.1% | -45.4% | +2.3% |
| YTD | +40.9% | +60.5% | -19.6% | +29.7% |
| 1Y | +53.0% | +52.2% | +0.8% | +41.9% |
| 3Y | +74.1% | +40.8% | +33.3% | +58.2% |
| 5Y | +75.1% | -67.3% | +142.4% | +85.5% |
| 10Y | +156.9% | +659.4% | -502.4% | +87.1% |
| All | +182.1% | +187.1% | -5.0% | +103.7% |
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