-76.5%
PATH vs ED
+86.0%
-162.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +3.3% |
| 7D | -4.8% | +5.4% | -10.2% | -4.2% |
| 30D | +2.7% | +16.4% | -13.7% | +4.7% |
| 3M | -4.2% | +11.9% | -16.1% | -2.8% |
| 6M | +24.7% | +11.6% | +13.2% | +26.8% |
| YTD | -17.6% | +24.1% | -41.7% | -15.9% |
| 1Y | -5.3% | +26.9% | -32.2% | -3.5% |
| 3Y | -22.0% | +47.9% | -69.9% | -23.3% |
| 5Y | -76.5% | +87.5% | -164.0% | -76.5% |
| All | -76.5% | +86.0% | -162.5% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling