+40.0%
PATH vs EFV
+30.7%
+9.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -16.3% | +1.5% | -17.8% | -16.2% |
| 30D | +9.9% | +1.7% | +8.2% | +10.0% |
| 3M | +30.2% | +8.6% | +21.5% | +31.1% |
| 6M | +37.2% | +11.7% | +25.5% | +37.4% |
| YTD | -7.3% | +19.3% | -26.6% | -11.2% |
| 1Y | +40.0% | +30.2% | +9.8% | +18.3% |
| All | +40.0% | +30.7% | +9.3% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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