-77.7%
PATH vs ET
+216.6%
-294.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -2.2% |
| 7D | -2.3% | -1.9% | -0.4% | -1.3% |
| 30D | -4.8% | -3.1% | -1.8% | -3.4% |
| 3M | -17.7% | -3.9% | -13.8% | -16.3% |
| 6M | +18.9% | +4.0% | +14.9% | +14.1% |
| YTD | -21.7% | +26.4% | -48.1% | -34.9% |
| 1Y | -9.6% | +24.9% | -34.5% | -24.3% |
| 3Y | -25.8% | +85.2% | -111.0% | -55.2% |
| All | -77.7% | +216.6% | -294.2% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling