+1,886.1%
BE vs PATH
-21.4%
+1,907.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.9% | -9.3% | -6.8% |
| 7D | -12.1% | -4.8% | -7.3% | -11.5% |
| 30D | -30.1% | +2.7% | -32.7% | -30.4% |
| 3M | -12.1% | -4.2% | -8.0% | -13.2% |
| 6M | -30.6% | +24.7% | -55.3% | -36.2% |
| YTD | +130.6% | -17.6% | +148.2% | +133.1% |
| 1Y | +55.3% | -5.3% | +60.6% | +49.6% |
| All | +1,886.1% | -21.4% | +1,907.5% | +1,886.3% |
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