+526.2%
BE vs PATH
-77.2%
+603.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.9% | -9.3% | -7.3% |
| 7D | -12.1% | -4.8% | -7.3% | -10.8% |
| 30D | -30.1% | +2.7% | -32.7% | -30.8% |
| 3M | -12.1% | -4.2% | -8.0% | -13.9% |
| 6M | -30.6% | +24.7% | -55.3% | -40.4% |
| YTD | +130.6% | -17.6% | +148.2% | +123.6% |
| 1Y | +55.3% | -5.3% | +60.6% | +41.5% |
| 3Y | +1,755.6% | -22.0% | +1,777.6% | +1,536.0% |
| All | +526.2% | -77.2% | +603.4% | +732.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling