-23.9%
PATH vs ELAN
+148.1%
-172.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.7% | +11.9% | -11.2% | -1.3% |
| 30D | -1.1% | +18.3% | -19.4% | -4.1% |
| 3M | -14.2% | +19.7% | -33.9% | -17.1% |
| 6M | +30.9% | +23.7% | +7.2% | +24.4% |
| YTD | -20.1% | +17.1% | -37.2% | -24.2% |
| 1Y | -8.1% | +20.2% | -28.3% | -13.6% |
| All | -23.9% | +148.1% | -172.1% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling