-25.8%
PATH vs EOSE
+29.9%
-55.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.3% | -0.5% |
| 7D | -2.3% | -8.4% | +6.1% | -1.6% |
| 30D | -4.8% | -31.0% | +26.1% | -2.2% |
| 3M | -17.7% | -57.0% | +39.3% | -12.6% |
| 6M | +18.9% | -78.3% | +97.2% | +33.3% |
| YTD | -21.7% | -84.8% | +63.1% | -11.8% |
| 1Y | -9.6% | -90.9% | +81.3% | +7.5% |
| 3Y | -25.8% | +35.9% | -61.8% | -33.1% |
| All | -25.8% | +29.9% | -55.7% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling