-81.1%
PATH vs EME
+413.8%
-495.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.9% | +3.2% | -1.4% |
| 7D | -5.6% | -13.6% | +8.0% | -1.2% |
| 30D | -0.7% | -27.8% | +27.1% | +10.5% |
| 3M | -5.9% | -27.6% | +21.7% | +3.9% |
| 6M | +21.6% | -36.1% | +57.7% | +39.3% |
| YTD | -20.6% | -2.5% | -18.1% | -28.3% |
| 1Y | -10.6% | -11.7% | +1.1% | -14.8% |
| 3Y | -24.9% | +185.1% | -210.0% | -68.4% |
| 5Y | -76.8% | +357.2% | -434.0% | -93.8% |
| All | -81.1% | +413.8% | -495.0% | -95.0% |
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