-76.5%
PATH vs ESTC
-47.3%
-29.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.4% |
| 7D | -4.8% | -15.9% | +11.1% | +5.8% |
| 30D | +2.7% | -5.5% | +8.2% | +6.0% |
| 3M | -4.2% | +26.2% | -30.4% | -19.3% |
| 6M | +24.7% | +77.0% | -52.3% | -15.4% |
| YTD | -17.6% | +18.9% | -36.4% | -29.2% |
| 1Y | -5.3% | +1.3% | -6.6% | -11.6% |
| 3Y | -22.0% | +24.0% | -46.0% | -44.9% |
| 5Y | -76.5% | -47.7% | -28.8% | -77.7% |
| All | -76.5% | -47.3% | -29.2% | -77.7% |
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