+3.1%
FERG vs ETSY
+60.7%
-57.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +2.1% |
| 7D | +7.7% | +4.2% | +3.5% | +7.3% |
| 30D | +11.5% | +35.8% | -24.3% | +8.8% |
| 3M | -2.4% | +11.4% | -13.7% | -3.5% |
| 6M | -4.0% | +50.3% | -54.3% | -7.8% |
| YTD | +13.4% | +73.6% | -60.2% | +6.4% |
| 1Y | +3.1% | +65.2% | -62.1% | -1.5% |
| All | +3.1% | +60.7% | -57.7% | -1.5% |
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