-19.1%
BAX vs ETSY
+146.8%
-165.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.7% | +1.7% |
| 7D | -1.1% | -8.5% | +7.3% | -0.3% |
| 30D | -5.5% | -10.9% | +5.4% | -4.5% |
| 3M | +33.5% | +14.1% | +19.4% | +31.6% |
| 6M | +35.9% | +37.5% | -1.6% | +31.1% |
| YTD | +35.4% | +38.0% | -2.7% | +30.2% |
| 1Y | +9.8% | +46.5% | -36.8% | +4.6% |
| 3Y | -32.7% | +2.5% | -35.2% | -34.7% |
| 5Y | -65.6% | -65.3% | -0.3% | -64.8% |
| 10Y | -34.9% | +451.6% | -486.5% | -48.9% |
| All | -19.1% | +146.8% | -165.9% | -37.2% |
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