-77.7%
PATH vs EOSE
-84.1%
+6.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.3% | -0.2% |
| 7D | -2.3% | -8.4% | +6.1% | -1.4% |
| 30D | -4.8% | -31.0% | +26.1% | -1.1% |
| 3M | -17.7% | -57.0% | +39.3% | -10.4% |
| 6M | +18.9% | -78.3% | +97.2% | +39.3% |
| YTD | -21.7% | -84.8% | +63.1% | -8.2% |
| 1Y | -9.6% | -90.9% | +81.3% | +13.6% |
| 3Y | -25.8% | +35.9% | -61.8% | -46.5% |
| All | -77.7% | -84.1% | +6.4% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling