+362.4%
FERG vs ETSY
+129.6%
+232.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.2% |
| 7D | +0.9% | -12.9% | +13.8% | +1.9% |
| 30D | -15.1% | -11.5% | -3.6% | -14.4% |
| 3M | -4.8% | +3.5% | -8.4% | -5.3% |
| 6M | -2.5% | +27.6% | -30.1% | -4.7% |
| YTD | +1.8% | +28.4% | -26.6% | -0.8% |
| 1Y | -0.3% | +27.1% | -27.4% | -3.2% |
| 3Y | +52.9% | +6.0% | +46.9% | +48.6% |
| 5Y | +69.3% | -67.1% | +136.4% | +69.6% |
| 10Y | +352.7% | +421.9% | -69.2% | +338.8% |
| All | +362.4% | +129.6% | +232.8% | +336.1% |
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 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