+110.2%
COST vs PATH
-76.4%
+186.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.6% | +15.6% | +0.3% |
| 7D | -3.1% | -16.3% | +13.2% | -1.9% |
| 30D | -2.8% | +9.9% | -12.7% | -3.8% |
| 3M | -5.7% | +30.2% | -35.8% | -8.2% |
| 6M | -8.8% | +37.2% | -46.0% | -12.0% |
| YTD | +6.7% | -7.3% | +14.0% | +6.3% |
| 1Y | -3.6% | +40.0% | -43.6% | -9.0% |
| 3Y | +75.1% | -4.4% | +79.5% | +65.7% |
| All | +110.2% | -76.4% | +186.7% | +104.4% |
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