+664.1%
ETSY vs BURL
+252.7%
+411.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | +1.1% | +4.1% | -3.0% | -0.2% |
| 30D | +25.8% | -9.5% | +35.3% | +30.1% |
| 3M | +9.3% | -33.5% | +42.8% | +24.8% |
| 6M | +38.4% | -22.1% | +60.5% | +48.7% |
| YTD | +62.2% | -14.6% | +76.8% | +67.9% |
| 1Y | +58.3% | -8.4% | +66.7% | +58.7% |
| 3Y | +42.6% | +86.6% | -44.0% | +3.3% |
| 5Y | -65.4% | -17.2% | -48.3% | -68.1% |
| All | +664.1% | +252.7% | +411.4% | +400.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling