+138.6%
ETSY vs BNS
+205.5%
-66.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | -12.7% | -2.2% | -10.5% | -11.5% |
| 30D | -9.9% | +4.5% | -14.4% | -12.6% |
| 3M | +4.2% | +14.9% | -10.7% | -4.9% |
| 6M | +34.2% | +32.5% | +1.7% | +12.0% |
| YTD | +29.1% | +28.6% | +0.5% | +9.5% |
| 1Y | +23.8% | +48.4% | -24.5% | -3.7% |
| 3Y | +6.6% | +130.8% | -124.2% | -37.2% |
| 5Y | -67.0% | +94.8% | -161.8% | -78.2% |
| 10Y | +424.9% | +184.3% | +240.5% | +162.5% |
| All | +138.6% | +205.5% | -66.9% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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