-42.8%
FIS vs ETSY
+187.1%
-229.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.1% |
| 7D | +2.8% | -1.0% | +3.9% | +3.0% |
| 30D | -16.7% | +7.3% | -24.0% | -17.7% |
| 3M | -32.3% | +10.3% | -42.6% | -33.4% |
| 6M | -29.1% | +55.1% | -84.1% | -33.2% |
| YTD | -54.1% | +60.5% | -114.7% | -57.2% |
| 1Y | -53.7% | +52.2% | -105.9% | -56.6% |
| 3Y | -38.8% | +40.8% | -79.6% | -43.4% |
| 5Y | -71.1% | -67.3% | -3.8% | -69.9% |
| 10Y | -53.1% | +659.4% | -712.5% | -66.1% |
| All | -42.8% | +187.1% | -229.9% | -58.2% |
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