-81.2%
PATH vs EOSE
-85.1%
+3.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -1.2% |
| 7D | -2.7% | +6.8% | -9.5% | -3.8% |
| 30D | -3.7% | -25.4% | +21.7% | -0.8% |
| 3M | -13.8% | -54.7% | +40.9% | -6.5% |
| 6M | +20.3% | -76.5% | +96.8% | +40.2% |
| YTD | -20.8% | -83.6% | +62.8% | -7.6% |
| 1Y | -9.2% | -89.7% | +80.5% | +13.0% |
| 3Y | -21.8% | +38.7% | -60.5% | -44.3% |
| 5Y | -77.4% | -82.9% | +5.5% | -80.2% |
| All | -81.2% | -85.1% | +3.9% | -84.9% |
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