+424.6%
ETSY vs BBWI
-55.0%
+479.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | -0.3% |
| 7D | -4.9% | -4.8% | -0.1% | -3.6% |
| 30D | -8.6% | +3.5% | -12.1% | -10.1% |
| 3M | +4.8% | -0.3% | +5.1% | +3.9% |
| 6M | +38.1% | -5.4% | +43.5% | +36.9% |
| YTD | +31.2% | -4.7% | +36.0% | +29.2% |
| 1Y | +22.1% | -30.5% | +52.6% | +30.2% |
| 3Y | +12.2% | -44.3% | +56.6% | +21.9% |
| 5Y | -66.5% | -66.9% | +0.4% | -58.9% |
| All | +424.6% | -55.0% | +479.5% | +382.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling