-19.8%
FIS vs ETSY
+146.8%
-166.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -0.1% |
| 7D | +1.1% | -8.5% | +9.6% | +2.2% |
| 30D | -2.2% | -10.9% | +8.7% | -0.9% |
| 3M | +2.1% | +14.1% | -12.0% | +0.3% |
| 6M | -14.7% | +37.5% | -52.2% | -18.4% |
| YTD | -35.7% | +38.0% | -73.7% | -38.6% |
| 1Y | -37.1% | +46.5% | -83.6% | -40.7% |
| 3Y | -20.0% | +2.5% | -22.5% | -23.0% |
| 5Y | -62.1% | -65.3% | +3.2% | -60.6% |
| 10Y | -37.4% | +451.6% | -489.0% | -53.3% |
| All | -19.8% | +146.8% | -166.6% | -40.0% |
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