+965.2%
BE vs PATH
-76.8%
+1,042.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -16.6% | +24.0% | +13.1% |
| 7D | +20.0% | -16.3% | +36.3% | +26.1% |
| 30D | +7.9% | +9.9% | -2.0% | +2.0% |
| 3M | -13.2% | +30.2% | -43.4% | -24.4% |
| 6M | +53.5% | +37.2% | +16.2% | +25.5% |
| YTD | +191.0% | -7.3% | +198.3% | +173.1% |
| 1Y | +360.5% | +40.0% | +320.5% | +249.9% |
| 3Y | +1,568.0% | -4.4% | +1,572.4% | +1,254.5% |
| 5Y | +1,055.2% | -76.0% | +1,131.2% | +1,493.3% |
| All | +965.2% | -76.8% | +1,042.0% | +1,349.2% |
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