-21.8%
PATH vs ELF
+12.5%
-34.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -3.0% |
| 7D | -5.6% | -2.7% | -2.8% | -5.0% |
| 30D | -0.7% | +6.9% | -7.6% | -2.0% |
| 3M | -5.9% | +27.2% | -33.0% | -10.6% |
| 6M | +21.6% | +84.9% | -63.3% | +6.6% |
| YTD | -20.6% | +44.5% | -65.1% | -27.8% |
| 1Y | -10.6% | -6.8% | -3.8% | -12.4% |
| All | -21.8% | +12.5% | -34.2% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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