+142.7%
ETSY vs BBWI
-62.8%
+205.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.1% | -1.7% | -3.9% |
| 7D | -10.9% | +1.6% | -12.5% | -11.4% |
| 30D | -14.9% | -6.2% | -8.7% | -13.7% |
| 3M | +5.8% | +4.3% | +1.5% | +3.6% |
| 6M | +29.1% | -7.2% | +36.3% | +28.9% |
| YTD | +31.3% | -3.0% | +34.4% | +28.8% |
| 1Y | +25.1% | -30.8% | +55.9% | +33.6% |
| 3Y | +8.5% | -43.4% | +51.9% | +17.2% |
| 5Y | -66.1% | -66.7% | +0.6% | -58.5% |
| 10Y | +410.3% | -55.7% | +466.0% | +374.2% |
| All | +142.7% | -62.8% | +205.5% | +136.3% |
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