+137.3%
ETSY vs BTI
+101.0%
+36.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.8% |
| 7D | -12.9% | -2.4% | -10.5% | -12.2% |
| 30D | -11.5% | -4.8% | -6.7% | -10.1% |
| 3M | +3.5% | -8.1% | +11.6% | +6.1% |
| 6M | +27.6% | -4.2% | +31.8% | +28.1% |
| YTD | +28.4% | -1.3% | +29.7% | +27.6% |
| 1Y | +27.1% | +2.1% | +25.0% | +24.8% |
| 3Y | +6.0% | +108.9% | -102.9% | -18.8% |
| 5Y | -67.1% | +114.5% | -181.6% | -75.4% |
| 10Y | +421.9% | +72.2% | +349.7% | +286.2% |
| All | +137.3% | +101.0% | +36.3% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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