+157.8%
COST vs PATH
-78.6%
+236.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.2% | 0.0% |
| 7D | -3.2% | -22.8% | +19.6% | -1.4% |
| 30D | -4.0% | -6.9% | +2.9% | -3.7% |
| 3M | -6.5% | +25.4% | -31.9% | -8.6% |
| 6M | -8.5% | +18.1% | -26.7% | -10.5% |
| YTD | +6.0% | -14.5% | +20.5% | +6.3% |
| 1Y | -5.8% | +18.7% | -24.5% | -9.4% |
| 3Y | +71.8% | -24.2% | +96.0% | +67.5% |
| 5Y | +106.2% | -75.2% | +181.4% | +99.9% |
| All | +157.8% | -78.6% | +236.4% | +151.2% |
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