-76.8%
PATH vs ELV
+9.4%
-86.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | -5.6% | +2.4% | -8.0% | -6.0% |
| 30D | -0.7% | +8.0% | -8.7% | -2.2% |
| 3M | -5.9% | +10.9% | -16.8% | -7.6% |
| 6M | +21.6% | +18.0% | +3.6% | +17.6% |
| YTD | -20.6% | +25.0% | -45.7% | -24.3% |
| 1Y | -10.6% | +38.5% | -49.1% | -16.7% |
| 3Y | -24.9% | +1.0% | -25.9% | -26.5% |
| 5Y | -76.8% | +10.1% | -86.9% | -78.1% |
| All | -76.8% | +9.4% | -86.2% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling