-81.2%
PATH vs ELAN
-12.5%
-68.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.4% | -1.6% |
| 7D | -2.7% | +11.4% | -14.1% | -6.5% |
| 30D | -3.7% | +17.1% | -20.8% | -9.2% |
| 3M | -13.8% | +21.3% | -35.1% | -20.1% |
| 6M | +20.3% | +13.5% | +6.8% | +12.2% |
| YTD | -20.8% | +18.6% | -39.4% | -29.0% |
| 1Y | -9.2% | +24.9% | -34.1% | -20.8% |
| 3Y | -21.8% | +161.6% | -183.4% | -58.4% |
| 5Y | -77.4% | -18.9% | -58.5% | -78.4% |
| All | -81.2% | -12.5% | -68.7% | -81.1% |
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