-8.6%
PATH vs ELAN
+22.1%
-30.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.4% | 0.0% |
| 7D | -2.7% | +11.4% | -14.1% | -2.3% |
| 30D | -3.7% | +17.1% | -20.8% | -3.1% |
| 3M | -13.8% | +21.3% | -35.1% | -13.1% |
| 6M | +20.3% | +13.5% | +6.8% | +21.2% |
| YTD | -20.8% | +18.6% | -39.4% | -21.3% |
| All | -8.6% | +22.1% | -30.6% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling