+677.8%
ETSY vs BURL
+261.4%
+416.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -3.1% |
| 7D | -4.3% | +7.7% | -12.0% | -6.7% |
| 30D | +15.3% | -7.1% | +22.4% | +18.1% |
| 3M | +3.4% | -30.3% | +33.7% | +16.1% |
| 6M | +37.4% | -15.5% | +52.9% | +43.5% |
| YTD | +59.5% | -11.0% | +70.5% | +62.8% |
| 1Y | +49.7% | -8.4% | +58.1% | +50.0% |
| 3Y | +42.6% | +96.7% | -54.1% | +1.4% |
| 5Y | -65.8% | -14.1% | -51.7% | -68.9% |
| 10Y | +677.8% | +255.1% | +422.8% | +405.0% |
| All | +677.8% | +261.4% | +416.4% | +405.0% |
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