-81.1%
PATH vs ED
+85.2%
-166.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.5% |
| 7D | -5.6% | +5.2% | -10.7% | -4.8% |
| 30D | -0.7% | +15.5% | -16.2% | +1.8% |
| 3M | -5.9% | +13.0% | -18.9% | -3.9% |
| 6M | +21.6% | +13.1% | +8.5% | +24.5% |
| YTD | -20.6% | +25.3% | -45.9% | -18.0% |
| 1Y | -10.6% | +30.5% | -41.1% | -7.4% |
| 3Y | -24.9% | +49.3% | -74.2% | -23.4% |
| 5Y | -76.8% | +84.6% | -161.4% | -73.6% |
| All | -81.1% | +85.2% | -166.4% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling