+907.7%
FICO vs ETSY
+146.8%
+760.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -6.7% | -10.0% | -15.3% |
| 7D | -19.2% | -8.5% | -10.7% | -17.5% |
| 30D | -14.6% | -10.9% | -3.7% | -12.5% |
| 3M | -20.1% | +14.1% | -34.2% | -22.2% |
| 6M | -36.3% | +37.5% | -73.8% | -40.3% |
| YTD | -44.9% | +38.0% | -82.9% | -48.7% |
| 1Y | -38.6% | +46.5% | -85.2% | -44.0% |
| 3Y | +4.0% | +2.5% | +1.5% | -2.0% |
| 5Y | +99.5% | -65.3% | +164.8% | +118.2% |
| 10Y | +604.7% | +451.6% | +153.1% | +393.0% |
| All | +907.7% | +146.8% | +760.9% | +578.4% |
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 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