+40.0%
PATH vs BURL
-9.5%
+49.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.6% | -19.2% | -16.5% |
| 7D | -16.3% | -2.8% | -13.5% | -16.2% |
| 30D | +9.9% | -28.2% | +38.1% | +10.8% |
| 3M | +30.2% | -17.6% | +47.8% | +31.1% |
| 6M | +37.2% | -11.8% | +49.0% | +36.8% |
| YTD | -7.3% | -8.1% | +0.8% | -7.7% |
| 1Y | +40.0% | -12.0% | +52.0% | +25.2% |
| All | +40.0% | -9.5% | +49.5% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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