+196.7%
ETSY vs BAH
+280.7%
-84.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.0% | +1.7% | -2.7% | -1.7% |
| 30D | +7.3% | +20.8% | -13.5% | -0.1% |
| 3M | +10.3% | +11.6% | -1.2% | +5.4% |
| 6M | +55.1% | +23.1% | +32.0% | +41.3% |
| YTD | +60.5% | +5.3% | +55.3% | +54.0% |
| 1Y | +52.2% | +6.1% | +46.0% | +44.9% |
| 3Y | +40.8% | -27.5% | +68.3% | +46.0% |
| 5Y | -67.3% | +6.2% | -73.5% | -72.7% |
| 10Y | +659.4% | +202.2% | +457.1% | +304.3% |
| All | +196.7% | +280.7% | -84.1% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling