-64.7%
ETSY vs BURL
-11.0%
-53.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -7.7% |
| 7D | -8.5% | -2.8% | -5.7% | -7.6% |
| 30D | -10.9% | -28.2% | +17.3% | +1.0% |
| 3M | +14.1% | -17.6% | +31.7% | +22.0% |
| 6M | +37.5% | -11.8% | +49.3% | +41.6% |
| YTD | +38.0% | -8.1% | +46.1% | +39.5% |
| 1Y | +46.5% | -12.0% | +58.5% | +48.6% |
| 3Y | +2.5% | +63.3% | -60.8% | -28.1% |
| All | -64.7% | -11.0% | -53.7% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling