+40.0%
PATH vs ED
+12.4%
+27.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -17.8% |
| 7D | -16.3% | -0.2% | -16.1% | -16.5% |
| 30D | +9.9% | -0.1% | +10.1% | +9.8% |
| 3M | +30.2% | +3.9% | +26.2% | +36.6% |
| 6M | +37.2% | -3.0% | +40.3% | +35.9% |
| YTD | -7.3% | +10.7% | -18.0% | +4.9% |
| 1Y | +40.0% | +13.3% | +26.7% | +61.1% |
| All | +40.0% | +12.4% | +27.6% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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