+196.7%
ETSY vs BBWI
-57.9%
+254.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | +7.3% | +12.9% | -5.6% | +3.6% |
| 3M | +10.3% | +16.0% | -5.7% | +4.7% |
| 6M | +55.1% | +16.6% | +38.4% | +45.7% |
| YTD | +60.5% | +9.7% | +50.8% | +51.3% |
| 1Y | +52.2% | +1.5% | +50.7% | +44.5% |
| 3Y | +40.8% | -21.4% | +62.2% | +37.4% |
| 5Y | -67.3% | -67.6% | +0.3% | -60.1% |
| 10Y | +659.4% | -46.8% | +706.2% | +571.6% |
| All | +196.7% | -57.9% | +254.5% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling