-65.8%
ETSY vs BR
+8.0%
-73.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.9% |
| 7D | -4.9% | -3.0% | -1.9% | -2.7% |
| 30D | -8.6% | -0.3% | -8.3% | -8.2% |
| 3M | +4.8% | +17.3% | -12.5% | -8.2% |
| 6M | +38.1% | -6.7% | +44.8% | +44.9% |
| YTD | +31.2% | -23.4% | +54.7% | +60.9% |
| 1Y | +22.1% | -32.7% | +54.8% | +67.0% |
| 3Y | +12.2% | -5.9% | +18.2% | +6.7% |
| All | -65.8% | +8.0% | -73.8% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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