+34.2%
ETSY vs BG
+2.5%
+31.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.8% |
| 7D | -12.7% | +3.7% | -16.4% | -11.9% |
| 30D | -9.9% | +12.3% | -22.3% | -7.3% |
| 3M | +4.2% | -2.2% | +6.4% | +3.9% |
| 6M | +34.2% | +5.3% | +28.9% | +35.5% |
| All | +34.2% | +2.5% | +31.7% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 6mo: compounded portfolio wealth divided by compounded BG 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…
6mo analysis · Full analysis span regression · 6 months rolling