+43.6%
ETSY vs BURL
-10.6%
+54.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -3.7% | +5.9% | -9.6% | -4.8% |
| 30D | +12.8% | -8.3% | +21.1% | +14.3% |
| 3M | +7.6% | -31.6% | +39.2% | +14.3% |
| 6M | +34.4% | -16.6% | +51.0% | +36.7% |
| YTD | +56.0% | -12.1% | +68.1% | +58.5% |
| 1Y | +43.6% | -10.0% | +53.6% | +46.2% |
| All | +43.6% | -10.6% | +54.2% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling