-67.0%
ETSY vs BEN
+36.2%
-103.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.4% |
| 7D | -12.7% | +0.3% | -13.1% | -13.1% |
| 30D | -9.9% | +0.9% | -10.8% | -10.7% |
| 3M | +4.2% | +9.2% | -5.0% | -2.6% |
| 6M | +34.2% | +36.8% | -2.6% | +6.4% |
| YTD | +29.1% | +44.4% | -15.3% | -1.9% |
| 1Y | +23.8% | +45.8% | -22.0% | -6.8% |
| 3Y | +6.6% | +52.5% | -45.9% | -26.0% |
| 5Y | -67.0% | +37.7% | -104.7% | -76.3% |
| All | -67.0% | +36.2% | -103.3% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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