-67.4%
ETSY vs BUD
+51.6%
-119.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -1.0% | +1.0% | -2.0% | -1.6% |
| 30D | +7.3% | +6.7% | +0.6% | +4.1% |
| 3M | +10.3% | +5.7% | +4.6% | +7.5% |
| 6M | +55.1% | +5.8% | +49.2% | +50.5% |
| YTD | +60.5% | +34.4% | +26.1% | +36.3% |
| 1Y | +52.2% | +33.3% | +18.9% | +29.6% |
| 3Y | +40.8% | +48.8% | -8.0% | +10.1% |
| All | -67.4% | +51.6% | -119.0% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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