-81.0%
PATH vs EFV
+99.0%
-180.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.1% |
| 7D | +0.7% | +0.7% | 0.0% | -0.3% |
| 30D | -1.1% | +2.0% | -3.1% | -3.5% |
| 3M | -14.2% | -1.6% | -12.5% | -12.7% |
| 6M | +30.9% | +5.8% | +25.1% | +21.5% |
| YTD | -20.1% | +15.6% | -35.7% | -35.6% |
| 1Y | -8.1% | +19.0% | -27.0% | -28.8% |
| 3Y | -24.3% | +90.7% | -114.9% | -70.7% |
| 5Y | -75.6% | +92.8% | -168.4% | -90.7% |
| All | -81.0% | +99.0% | -180.0% | -92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling