-18.8%
PATH vs ESTC
+22.9%
-41.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.4% |
| 7D | -4.8% | -15.9% | +11.1% | +4.2% |
| 30D | +2.7% | -5.5% | +8.2% | +5.6% |
| 3M | -4.2% | +26.2% | -30.4% | -17.1% |
| 6M | +24.7% | +77.0% | -52.3% | -10.0% |
| YTD | -17.6% | +18.9% | -36.4% | -27.8% |
| 1Y | -5.3% | +1.3% | -6.6% | -10.9% |
| All | -18.8% | +22.9% | -41.7% | -42.0% |
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