-77.0%
PATH vs ET
+201.6%
-278.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -5.3% | -7.9% | +2.6% | -0.6% |
| 30D | -0.5% | -5.9% | +5.4% | +2.9% |
| 3M | -7.1% | -5.2% | -1.9% | -4.8% |
| 6M | +23.8% | +0.3% | +23.5% | +21.6% |
| YTD | -20.7% | +23.1% | -43.8% | -33.0% |
| 1Y | -8.1% | +22.7% | -30.8% | -22.2% |
| 3Y | -21.8% | +75.4% | -97.2% | -51.0% |
| All | -77.0% | +201.6% | -278.6% | -89.0% |
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