+538.9%
FICO vs ETSY
+644.4%
-105.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +1.4% | -3.5% | +5.0% | +2.2% |
| 30D | -0.8% | +11.4% | -12.1% | -3.5% |
| 3M | -31.3% | +10.9% | -42.2% | -33.2% |
| 6M | -33.9% | +53.5% | -87.5% | -40.5% |
| YTD | -57.6% | +59.3% | -116.8% | -62.4% |
| 1Y | -59.7% | +38.2% | -97.8% | -63.1% |
| 3Y | -28.0% | +39.6% | -67.6% | -37.8% |
| 5Y | +91.0% | -67.6% | +158.5% | +116.2% |
| All | +538.9% | +644.4% | -105.5% | +280.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling