-6.5%
FXI vs ETSY
-66.2%
+59.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -3.9% | -4.9% | +1.0% | -3.2% |
| 30D | -2.1% | -8.6% | +6.5% | -0.9% |
| 3M | -0.5% | +4.8% | -5.2% | -1.7% |
| 6M | -4.5% | +38.1% | -42.6% | -10.2% |
| YTD | -9.2% | +31.2% | -40.5% | -14.4% |
| 1Y | -13.8% | +22.1% | -35.9% | -18.5% |
| 3Y | +36.6% | +12.2% | +24.3% | +25.9% |
| All | -6.5% | -66.2% | +59.8% | -1.1% |
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