-80.4%
PATH vs BURL
-19.6%
-60.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.7% | -4.8% | +0.3% |
| 7D | -4.8% | +10.4% | -15.2% | -8.1% |
| 30D | +2.7% | -4.9% | +7.6% | +4.2% |
| 3M | -4.2% | -29.8% | +25.6% | +7.3% |
| 6M | +24.7% | -16.5% | +41.2% | +29.8% |
| YTD | -17.6% | -10.5% | -7.0% | -17.3% |
| 1Y | -5.3% | -5.3% | 0.0% | -8.0% |
| 3Y | -22.0% | +95.1% | -117.1% | -50.8% |
| 5Y | -76.5% | -12.1% | -64.4% | -80.0% |
| All | -80.4% | -19.6% | -60.9% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling