+629.7%
BE vs PATH
-80.2%
+709.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | -14.7% | -5.3% | -9.4% | -13.1% |
| 30D | -40.5% | -0.5% | -40.0% | -40.4% |
| 3M | -24.3% | -7.1% | -17.2% | -24.9% |
| 6M | -39.3% | +23.8% | -63.1% | -48.0% |
| YTD | +99.4% | -20.7% | +120.1% | +95.6% |
| 1Y | +26.6% | -8.1% | +34.6% | +16.0% |
| 3Y | +1,616.9% | -21.8% | +1,638.8% | +1,398.5% |
| 5Y | +441.4% | -76.8% | +518.2% | +655.8% |
| All | +629.7% | -80.2% | +709.9% | +937.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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