-80.8%
PATH vs ELAN
-12.7%
-68.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +2.1% | +4.0% | -2.0% | +0.6% |
| 30D | +1.6% | +18.8% | -17.2% | -4.7% |
| 3M | -20.4% | +19.0% | -39.4% | -25.8% |
| 6M | +40.1% | +22.8% | +17.3% | +27.0% |
| YTD | -19.0% | +18.3% | -37.4% | -27.4% |
| 1Y | -5.8% | +21.8% | -27.6% | -16.9% |
| 3Y | -22.9% | +153.8% | -176.8% | -58.3% |
| 5Y | -75.3% | -18.9% | -56.4% | -76.4% |
| All | -80.8% | -12.7% | -68.1% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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