-8.1%
PATH vs ELV
+36.4%
-44.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -5.3% | +1.3% | -6.6% | -5.5% |
| 30D | -0.5% | +5.3% | -5.8% | -1.2% |
| 3M | -7.1% | +9.2% | -16.4% | -7.9% |
| 6M | +23.8% | +14.5% | +9.3% | +22.4% |
| YTD | -20.7% | +23.2% | -43.9% | -20.6% |
| 1Y | -8.1% | +38.0% | -46.1% | -9.9% |
| All | -8.1% | +36.4% | -44.5% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling