+120.6%
COST vs PATH
-76.8%
+197.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +4.1% | -5.3% | +9.4% | +4.5% |
| 30D | +12.0% | -0.5% | +12.5% | +11.9% |
| 3M | +11.2% | -7.1% | +18.3% | +11.3% |
| 6M | +6.1% | +23.8% | -17.7% | +3.3% |
| YTD | +22.9% | -20.7% | +43.6% | +23.8% |
| 1Y | +14.7% | -8.1% | +22.8% | +13.4% |
| 3Y | +92.3% | -21.8% | +114.2% | +85.7% |
| All | +120.6% | -76.8% | +197.4% | +121.6% |
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