-81.1%
PATH vs ELF
+273.8%
-354.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -2.8% |
| 7D | -5.6% | -2.7% | -2.8% | -4.9% |
| 30D | -0.7% | +6.9% | -7.6% | -2.4% |
| 3M | -5.9% | +27.2% | -33.0% | -11.9% |
| 6M | +21.6% | +84.9% | -63.3% | +2.4% |
| YTD | -20.6% | +44.5% | -65.1% | -30.0% |
| 1Y | -10.6% | -6.8% | -3.8% | -13.3% |
| 3Y | -24.9% | +14.2% | -39.1% | -43.2% |
| 5Y | -76.8% | +250.6% | -327.4% | -93.0% |
| All | -81.1% | +273.8% | -354.9% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling