+5.1%
ETSY vs BURL
+63.9%
-58.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -7.3% |
| 7D | -8.5% | -2.8% | -5.7% | -8.0% |
| 30D | -10.9% | -28.2% | +17.3% | -4.6% |
| 3M | +14.1% | -17.6% | +31.7% | +18.4% |
| 6M | +37.5% | -11.8% | +49.3% | +39.8% |
| YTD | +38.0% | -8.1% | +46.1% | +39.0% |
| 1Y | +46.5% | -12.0% | +58.5% | +48.3% |
| All | +5.1% | +63.9% | -58.9% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling