+661.5%
FICO vs ETSY
+190.1%
+471.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -0.9% | +1.1% | -2.0% | -1.3% |
| 30D | +3.3% | +25.8% | -22.5% | -1.6% |
| 3M | -31.7% | +9.3% | -41.0% | -33.2% |
| 6M | -34.0% | +38.4% | -72.4% | -38.5% |
| YTD | -58.3% | +62.2% | -120.5% | -62.6% |
| 1Y | -57.9% | +58.3% | -116.3% | -62.1% |
| 3Y | -24.1% | +42.6% | -66.6% | -33.3% |
| 5Y | +85.3% | -65.4% | +150.7% | +102.1% |
| 10Y | +520.3% | +685.4% | -165.1% | +312.3% |
| All | +661.5% | +190.1% | +471.4% | +394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling