-76.8%
PATH vs ESTC
-51.6%
-25.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.1% | +2.4% | +0.1% |
| 7D | -5.6% | -18.5% | +12.9% | +6.9% |
| 30D | -0.7% | -11.0% | +10.3% | +6.4% |
| 3M | -5.9% | +20.8% | -26.6% | -18.6% |
| 6M | +21.6% | +67.9% | -46.3% | -14.8% |
| YTD | -20.6% | +11.6% | -32.2% | -29.2% |
| 1Y | -10.6% | -3.3% | -7.3% | -14.1% |
| 3Y | -24.9% | +16.4% | -41.3% | -44.8% |
| 5Y | -76.8% | -49.9% | -27.0% | -77.3% |
| All | -76.8% | -51.6% | -25.2% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling