+682.3%
FICO vs ETSY
+185.3%
+497.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.1% |
| 7D | -0.1% | -4.3% | +4.3% | +0.7% |
| 30D | +8.4% | +15.3% | -6.9% | +5.1% |
| 3M | -30.5% | +3.4% | -33.9% | -31.2% |
| 6M | -35.7% | +37.4% | -73.1% | -40.0% |
| YTD | -57.2% | +59.5% | -116.7% | -61.5% |
| 1Y | -58.4% | +49.7% | -108.1% | -62.2% |
| 3Y | -24.8% | +42.6% | -67.4% | -33.9% |
| 5Y | +79.3% | -65.8% | +145.1% | +96.0% |
| 10Y | +531.6% | +677.8% | -146.2% | +321.0% |
| All | +682.3% | +185.3% | +497.0% | +409.2% |
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