+53.5%
ETSY vs BURL
-13.8%
+67.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.3% |
| 7D | -3.5% | +0.4% | -4.0% | -3.6% |
| 30D | +11.4% | -4.3% | +15.7% | +12.1% |
| 3M | +10.9% | -28.8% | +39.7% | +16.1% |
| 6M | +53.5% | -12.8% | +66.3% | +58.7% |
| All | +53.5% | -13.8% | +67.3% | +58.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling