-78.0%
PATH vs EFV
+105.3%
-183.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.5% |
| 7D | -16.3% | +1.5% | -17.8% | -17.7% |
| 30D | +9.9% | +1.7% | +8.2% | +7.7% |
| 3M | +30.2% | +8.6% | +21.5% | +17.7% |
| 6M | +37.2% | +11.7% | +25.5% | +18.1% |
| YTD | -7.3% | +19.3% | -26.6% | -27.8% |
| 1Y | +40.0% | +30.2% | +9.8% | -3.5% |
| 3Y | -4.4% | +91.6% | -96.0% | -62.8% |
| 5Y | -76.0% | +96.4% | -172.4% | -91.2% |
| All | -78.0% | +105.3% | -183.3% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling