-18.8%
PATH vs BURL
+95.5%
-114.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.7% | -4.8% | +2.1% |
| 7D | -4.8% | +10.4% | -15.2% | -5.8% |
| 30D | +2.7% | -4.9% | +7.6% | +3.2% |
| 3M | -4.2% | -29.8% | +25.6% | -0.4% |
| 6M | +24.7% | -16.5% | +41.2% | +26.5% |
| YTD | -17.6% | -10.5% | -7.0% | -17.5% |
| 1Y | -5.3% | -5.3% | 0.0% | -6.6% |
| All | -18.8% | +95.5% | -114.3% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling