-28.9%
FICO vs ETSY
+41.3%
-70.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +2.2% | -1.0% | +3.3% | +2.4% |
| 30D | +0.1% | +7.3% | -7.2% | -1.5% |
| 3M | -35.2% | +10.3% | -45.5% | -36.5% |
| 6M | -32.4% | +55.1% | -87.4% | -37.5% |
| YTD | -57.4% | +60.5% | -117.9% | -61.0% |
| 1Y | -58.5% | +52.2% | -110.7% | -61.8% |
| 3Y | -28.9% | +40.8% | -69.7% | -36.5% |
| All | -28.9% | +41.3% | -70.2% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling