-67.0%
ETSY vs BBWI
-69.5%
+2.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.1% |
| 7D | -12.7% | -8.0% | -4.7% | -10.1% |
| 30D | -9.9% | -6.6% | -3.3% | -8.3% |
| 3M | +4.2% | -2.7% | +6.9% | +3.8% |
| 6M | +34.2% | -12.8% | +47.0% | +36.7% |
| YTD | +29.1% | -10.5% | +39.6% | +29.2% |
| 1Y | +23.8% | -35.3% | +59.2% | +38.6% |
| 3Y | +6.6% | -47.7% | +54.4% | +18.8% |
| 5Y | -67.0% | -68.9% | +1.9% | -50.4% |
| All | -67.0% | -69.5% | +2.5% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling