-81.0%
PATH vs ET
+285.8%
-366.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -2.7% | +1.8% | -4.5% | -3.6% |
| 30D | -1.4% | -3.0% | +1.6% | -0.1% |
| 3M | -16.4% | -4.7% | -11.7% | -14.8% |
| 6M | +23.3% | +2.7% | +20.6% | +20.0% |
| YTD | -19.8% | +26.5% | -46.4% | -31.3% |
| 1Y | -8.6% | +25.0% | -33.5% | -21.0% |
| 3Y | -24.0% | +85.4% | -109.4% | -48.6% |
| 5Y | -77.1% | +215.5% | -292.6% | -87.1% |
| All | -81.0% | +285.8% | -366.7% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling