+20.2%
COST vs PATH
-8.1%
+28.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +2.5% | +0.7% | +1.8% | +2.5% |
| 30D | +14.6% | -1.1% | +15.7% | +14.5% |
| 3M | +15.2% | -14.2% | +29.3% | +15.1% |
| 6M | +7.2% | +30.9% | -23.7% | +8.7% |
| YTD | +27.4% | -20.1% | +47.5% | +26.7% |
| 1Y | +20.2% | -8.1% | +28.3% | +21.9% |
| All | +20.2% | -8.1% | +28.3% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling