+11.4%
FPS vs ETSY
+37.5%
-26.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.8% | +7.9% | +3.5% |
| 7D | +10.4% | -10.9% | +21.3% | +11.7% |
| 30D | -16.5% | -14.9% | -1.7% | -15.0% |
| 3M | -45.5% | +5.8% | -51.3% | -46.6% |
| 6M | +2.1% | +29.1% | -27.0% | -7.0% |
| All | +11.4% | +37.5% | -26.1% | +0.7% |
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 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