-77.0%
PATH vs ELAN
-24.6%
-52.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -3.3% |
| 7D | -5.3% | +11.6% | -16.9% | -9.4% |
| 30D | -0.5% | +15.1% | -15.7% | -5.9% |
| 3M | -7.1% | +6.4% | -13.5% | -10.3% |
| 6M | +23.8% | -1.7% | +25.5% | +21.4% |
| YTD | -20.7% | +13.7% | -34.4% | -28.3% |
| 1Y | -8.1% | +19.6% | -27.7% | -19.2% |
| 3Y | -21.8% | +175.0% | -196.8% | -63.4% |
| All | -77.0% | -24.6% | -52.4% | -71.0% |
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