-81.2%
PATH vs ET
+278.6%
-359.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -2.7% | -4.4% | +1.7% | -0.5% |
| 30D | -3.7% | -4.8% | +1.1% | -1.5% |
| 3M | -13.8% | -3.4% | -10.3% | -12.7% |
| 6M | +20.3% | +2.2% | +18.1% | +17.3% |
| YTD | -20.8% | +24.2% | -45.0% | -31.4% |
| 1Y | -9.2% | +24.5% | -33.7% | -21.5% |
| 3Y | -21.8% | +83.6% | -105.4% | -46.8% |
| 5Y | -77.4% | +203.4% | -280.8% | -87.1% |
| All | -81.2% | +278.6% | -359.8% | -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