-25.6%
FIS vs ETSY
+6.4%
-32.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -8.9% | -12.7% | +3.8% | -6.8% |
| 30D | -9.9% | -9.9% | 0.0% | -8.4% |
| 3M | 0.0% | +4.2% | -4.2% | -0.9% |
| 6M | -22.9% | +34.2% | -57.1% | -27.1% |
| YTD | -40.9% | +29.1% | -70.0% | -43.8% |
| 1Y | -40.4% | +23.8% | -64.2% | -43.3% |
| All | -25.6% | +6.4% | -32.0% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling