+142.5%
ETSY vs BTG
+323.5%
-181.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -4.9% | -3.8% | -1.1% | -4.5% |
| 30D | -8.6% | +3.6% | -12.3% | -9.0% |
| 3M | +4.8% | +32.0% | -27.2% | +1.5% |
| 6M | +38.1% | +3.4% | +34.7% | +36.3% |
| YTD | +31.2% | +20.8% | +10.5% | +26.8% |
| 1Y | +22.1% | +22.4% | -0.3% | +17.2% |
| 3Y | +12.2% | +91.7% | -79.5% | +1.2% |
| 5Y | -66.5% | +79.0% | -145.5% | -69.9% |
| 10Y | +433.4% | +152.6% | +280.9% | +373.7% |
| All | +142.5% | +323.5% | -181.0% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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