-38.6%
FICO vs ETSY
+47.8%
-86.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -6.7% | -10.0% | -14.6% |
| 7D | -19.2% | -8.5% | -10.7% | -16.8% |
| 30D | -14.6% | -10.9% | -3.7% | -11.5% |
| 3M | -20.1% | +14.1% | -34.2% | -22.6% |
| 6M | -36.3% | +37.5% | -73.8% | -41.6% |
| YTD | -44.9% | +38.0% | -82.9% | -49.4% |
| 1Y | -38.6% | +46.5% | -85.2% | -41.9% |
| All | -38.6% | +47.8% | -86.4% | -41.9% |
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