+1,560.3%
BE vs PATH
-24.3%
+1,584.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.7% | -12.7% | -15.8% |
| 7D | -24.6% | -5.6% | -19.1% | -23.9% |
| 30D | -43.4% | -0.7% | -42.7% | -43.3% |
| 3M | -28.5% | -5.9% | -22.7% | -29.2% |
| 6M | -43.3% | +21.6% | -64.9% | -47.7% |
| YTD | +92.8% | -20.6% | +113.4% | +96.2% |
| 1Y | +18.5% | -10.6% | +29.0% | +15.5% |
| All | +1,560.3% | -24.3% | +1,584.6% | +1,571.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling