-80.4%
PATH vs ED
+83.5%
-163.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +3.4% |
| 7D | -4.8% | +5.4% | -10.2% | -4.0% |
| 30D | +2.7% | +16.4% | -13.7% | +5.3% |
| 3M | -4.2% | +11.9% | -16.1% | -2.3% |
| 6M | +24.7% | +11.6% | +13.2% | +27.4% |
| YTD | -17.6% | +24.1% | -41.7% | -14.9% |
| 1Y | -5.3% | +26.9% | -32.2% | -2.2% |
| 3Y | -22.0% | +47.9% | -69.9% | -20.6% |
| 5Y | -76.5% | +87.5% | -164.0% | -72.8% |
| All | -80.4% | +83.5% | -163.9% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling