+101.7%
FICO vs ETSY
-65.2%
+166.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -6.7% | -10.0% | -15.1% |
| 7D | -19.2% | -8.5% | -10.7% | -17.3% |
| 30D | -14.6% | -10.9% | -3.7% | -12.2% |
| 3M | -20.1% | +14.1% | -34.2% | -22.4% |
| 6M | -36.3% | +37.5% | -73.8% | -40.8% |
| YTD | -44.9% | +38.0% | -82.9% | -49.1% |
| 1Y | -38.6% | +46.5% | -85.2% | -44.6% |
| 3Y | +4.0% | +2.5% | +1.5% | -2.6% |
| All | +101.7% | -65.2% | +166.9% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling