-75.2%
PATH vs ELAN
-18.8%
-56.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +2.1% | +4.0% | -2.0% | +0.5% |
| 30D | +1.6% | +18.8% | -17.2% | -5.1% |
| 3M | -20.4% | +19.0% | -39.4% | -26.1% |
| 6M | +40.1% | +22.8% | +17.3% | +26.2% |
| YTD | -19.0% | +18.3% | -37.4% | -27.9% |
| 1Y | -5.8% | +21.8% | -27.6% | -17.7% |
| 3Y | -22.9% | +153.8% | -176.8% | -61.1% |
| All | -75.2% | -18.8% | -56.4% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling