+69.8%
FITB vs ETSY
-67.3%
+137.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | -1.0% | -12.7% | +11.7% | +1.3% |
| 30D | -5.5% | -9.9% | +4.4% | -4.0% |
| 3M | +4.1% | +4.2% | 0.0% | +2.8% |
| 6M | +18.7% | +34.2% | -15.5% | +11.4% |
| YTD | +18.2% | +29.1% | -11.0% | +11.0% |
| 1Y | +23.7% | +23.8% | -0.2% | +15.8% |
| 3Y | +130.8% | +6.6% | +124.1% | +115.2% |
| 5Y | +69.8% | -67.0% | +136.8% | +71.7% |
| All | +69.8% | -67.3% | +137.1% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling