-21.8%
PATH vs EOSE
-16.7%
-5.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.4% | +0.6% |
| 7D | -5.3% | -7.9% | +2.6% | -4.8% |
| 30D | -0.5% | -43.9% | +43.3% | +3.8% |
| 3M | -7.1% | -55.8% | +48.7% | -1.9% |
| 6M | +23.8% | -73.4% | +97.2% | +35.0% |
| YTD | -20.7% | -84.8% | +64.1% | -11.2% |
| 1Y | -8.1% | -88.6% | +80.6% | +5.7% |
| 3Y | -21.8% | -2.8% | -19.0% | -25.4% |
| All | -21.8% | -16.7% | -5.1% | -25.4% |
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