+175.6%
FN vs ETSY
-67.3%
+243.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.1% | -7.4% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | -16.5% | +7.3% | -23.9% | -17.8% |
| 3M | -42.1% | +10.3% | -52.4% | -43.6% |
| 6M | -52.9% | +55.1% | -107.9% | -57.3% |
| YTD | -28.0% | +60.5% | -88.5% | -36.0% |
| 1Y | -18.5% | +52.2% | -70.7% | -26.9% |
| 3Y | +93.9% | +40.8% | +53.1% | +67.8% |
| All | +175.6% | -67.3% | +243.0% | +174.6% |
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