-12.9%
FXI vs ETSY
+129.6%
-142.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.0% |
| 7D | -2.8% | -12.9% | +10.1% | -1.0% |
| 30D | -5.3% | -11.5% | +6.1% | -3.9% |
| 3M | +0.3% | +3.5% | -3.2% | -0.5% |
| 6M | -4.6% | +27.6% | -32.2% | -8.4% |
| YTD | -9.1% | +28.4% | -37.5% | -13.2% |
| 1Y | -12.0% | +27.1% | -39.0% | -16.5% |
| 3Y | +38.6% | +6.0% | +32.6% | +31.2% |
| 5Y | -6.6% | -67.1% | +60.6% | -1.0% |
| 10Y | +15.0% | +421.9% | -406.9% | -14.4% |
| All | -12.9% | +129.6% | -142.5% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling