-81.0%
PATH vs EOSE
-84.2%
+3.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.4% | -12.0% | +0.5% |
| 7D | -2.7% | -7.0% | +4.3% | -2.1% |
| 30D | -1.4% | -16.7% | +15.4% | +0.1% |
| 3M | -16.4% | -53.1% | +36.7% | -9.9% |
| 6M | +23.3% | -76.8% | +100.0% | +43.8% |
| YTD | -19.8% | -82.6% | +62.8% | -7.3% |
| 1Y | -8.6% | -89.3% | +80.7% | +13.1% |
| 3Y | -24.0% | +55.5% | -79.5% | -46.9% |
| 5Y | -77.1% | -81.9% | +4.7% | -80.1% |
| All | -81.0% | -84.2% | +3.2% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling