+17.1%
COST vs PATH
-11.8%
+29.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +4.6% | -2.3% | +6.9% | +4.5% |
| 30D | +12.8% | -4.8% | +17.6% | +12.6% |
| 3M | +12.1% | -17.7% | +29.8% | +11.8% |
| 6M | +6.0% | +18.9% | -12.9% | +7.1% |
| YTD | +24.4% | -21.7% | +46.1% | +23.6% |
| 1Y | +17.1% | -9.6% | +26.8% | +18.9% |
| All | +17.1% | -11.8% | +29.0% | +18.9% |
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