-81.0%
PATH vs ELAN
-13.6%
-67.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.8% |
| 7D | -2.7% | +4.6% | -7.4% | -4.5% |
| 30D | -1.4% | +17.4% | -18.7% | -7.1% |
| 3M | -16.4% | +16.5% | -32.9% | -21.4% |
| 6M | +23.3% | +21.9% | +1.3% | +12.0% |
| YTD | -19.8% | +17.0% | -36.8% | -27.8% |
| 1Y | -8.6% | +15.8% | -24.4% | -17.7% |
| 3Y | -24.0% | +147.9% | -172.0% | -58.5% |
| 5Y | -77.1% | -19.1% | -58.0% | -78.0% |
| All | -81.0% | -13.6% | -67.3% | -80.7% |
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