+76.9%
FICO vs ETSY
-66.0%
+142.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | +3.3% | +25.8% | -22.5% | -2.4% |
| 3M | -31.7% | +9.3% | -41.0% | -33.4% |
| 6M | -34.0% | +38.4% | -72.4% | -39.0% |
| YTD | -58.3% | +62.2% | -120.5% | -63.1% |
| 1Y | -57.9% | +58.3% | -116.3% | -62.7% |
| 3Y | -24.1% | +42.6% | -66.6% | -34.7% |
| All | +76.9% | -66.0% | +142.9% | +72.0% |
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