-8.1%
PATH vs ET
+22.7%
-30.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | 0.0% |
| 7D | -5.3% | -7.9% | +2.6% | -6.9% |
| 30D | -0.5% | -5.9% | +5.4% | -1.6% |
| 3M | -7.1% | -5.2% | -1.9% | -8.1% |
| 6M | +23.8% | +0.3% | +23.5% | +23.0% |
| YTD | -20.7% | +23.1% | -43.8% | -24.8% |
| 1Y | -8.1% | +22.7% | -30.8% | -11.9% |
| All | -8.1% | +22.7% | -30.7% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling