-83.1%
FRMI vs ETSY
+9.4%
-92.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +2.0% |
| 7D | +7.4% | -4.9% | +12.3% | +7.6% |
| 30D | -27.6% | -8.6% | -19.0% | -27.6% |
| 3M | -20.9% | +4.8% | -25.6% | -23.0% |
| 6M | -36.6% | +38.1% | -74.7% | -41.5% |
| YTD | -31.3% | +31.2% | -62.5% | -37.2% |
| All | -83.1% | +9.4% | -92.5% | -84.0% |
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 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