-21.8%
PATH vs ESTC
+15.4%
-37.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.1% | +2.4% | -0.4% |
| 7D | -5.6% | -18.5% | +12.9% | +5.1% |
| 30D | -0.7% | -11.0% | +10.3% | +5.4% |
| 3M | -5.9% | +20.8% | -26.6% | -16.6% |
| 6M | +21.6% | +67.9% | -46.3% | -9.8% |
| YTD | -20.6% | +11.6% | -32.2% | -28.1% |
| 1Y | -10.6% | -3.3% | -7.3% | -13.8% |
| All | -21.8% | +15.4% | -37.2% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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