+9.8%
ETSY vs BAH
-31.4%
+41.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -12.9% | -1.3% | -11.6% | -12.6% |
| 30D | -11.5% | -6.6% | -4.8% | -10.4% |
| 3M | +3.5% | -7.2% | +10.7% | +4.5% |
| 6M | +27.6% | -10.0% | +37.6% | +29.3% |
| YTD | +28.4% | -12.5% | +40.9% | +30.9% |
| 1Y | +27.1% | -27.9% | +55.0% | +32.5% |
| All | +9.8% | -31.4% | +41.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling