-19.4%
BAX vs ETSY
+184.8%
-204.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.4% | -3.5% | +3.9% | +0.7% |
| 30D | +3.4% | +11.4% | -7.9% | +2.3% |
| 3M | -4.5% | +10.9% | -15.3% | -5.6% |
| 6M | +44.0% | +53.5% | -9.5% | +37.8% |
| YTD | +34.9% | +59.3% | -24.4% | +27.9% |
| 1Y | +37.9% | +38.2% | -0.3% | +32.4% |
| 3Y | -17.1% | +39.6% | -56.7% | -21.6% |
| 5Y | -64.3% | -67.6% | +3.3% | -63.3% |
| 10Y | -35.9% | +653.3% | -689.2% | -50.8% |
| All | -19.4% | +184.8% | -204.2% | -38.4% |
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