-81.1%
PATH vs EFV
+97.6%
-178.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -1.5% |
| 7D | -5.6% | +0.3% | -5.9% | -5.9% |
| 30D | -0.7% | +1.2% | -1.8% | -2.0% |
| 3M | -5.9% | -2.1% | -3.8% | -3.6% |
| 6M | +21.6% | +6.4% | +15.2% | +11.8% |
| YTD | -20.6% | +14.8% | -35.4% | -35.4% |
| 1Y | -10.6% | +22.4% | -33.0% | -33.5% |
| 3Y | -24.9% | +86.6% | -111.5% | -70.1% |
| 5Y | -76.8% | +90.4% | -167.2% | -91.1% |
| All | -81.1% | +97.6% | -178.7% | -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 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