-78.0%
PATH vs EME
+550.6%
-628.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.7% | -18.4% | -17.3% |
| 7D | -16.3% | +1.9% | -18.2% | -17.0% |
| 30D | +9.9% | -8.3% | +18.2% | +13.1% |
| 3M | +30.2% | -10.7% | +40.9% | +33.4% |
| 6M | +37.2% | +1.9% | +35.3% | +29.9% |
| YTD | -7.3% | +23.5% | -30.8% | -22.0% |
| 1Y | +40.0% | +18.0% | +22.0% | +19.6% |
| 3Y | -4.4% | +236.1% | -240.5% | -60.6% |
| 5Y | -76.0% | +527.9% | -603.9% | -94.2% |
| All | -78.0% | +550.6% | -628.5% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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