-80.4%
PATH vs EFV
+101.3%
-181.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | -0.8% |
| 7D | -4.8% | +2.9% | -7.7% | -7.9% |
| 30D | +2.7% | +3.6% | -0.9% | -1.5% |
| 3M | -4.2% | -0.1% | -4.1% | -4.2% |
| 6M | +24.7% | +9.6% | +15.1% | +10.7% |
| YTD | -17.6% | +17.0% | -34.5% | -34.4% |
| 1Y | -5.3% | +25.7% | -31.0% | -31.8% |
| 3Y | -22.0% | +90.1% | -112.1% | -69.6% |
| 5Y | -76.5% | +94.9% | -171.4% | -91.2% |
| All | -80.4% | +101.3% | -181.7% | -92.3% |
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 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