+142.7%
ETSY vs BB
-21.0%
+163.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -7.0% | -5.4% |
| 7D | -10.9% | +0.5% | -11.4% | -11.1% |
| 30D | -14.9% | -12.4% | -2.5% | -12.3% |
| 3M | +5.8% | -15.3% | +21.1% | +7.5% |
| 6M | +29.1% | +128.8% | -99.7% | -1.1% |
| YTD | +31.3% | +107.7% | -76.3% | +3.2% |
| 1Y | +25.1% | +103.9% | -78.8% | -2.0% |
| 3Y | +8.5% | +72.6% | -64.1% | -18.3% |
| 5Y | -66.1% | -24.3% | -41.8% | -69.3% |
| 10Y | +410.3% | +3.1% | +407.2% | +196.4% |
| All | +142.7% | -21.0% | +163.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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