-78.0%
PATH vs ET
+318.8%
-396.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.8% |
| 7D | -16.3% | +0.9% | -17.2% | -16.7% |
| 30D | +9.9% | +7.5% | +2.4% | +5.5% |
| 3M | +30.2% | +11.4% | +18.7% | +22.2% |
| 6M | +37.2% | +18.5% | +18.7% | +23.6% |
| YTD | -7.3% | +37.4% | -44.7% | -23.6% |
| 1Y | +40.0% | +30.9% | +9.1% | +18.5% |
| 3Y | -4.4% | +98.7% | -103.1% | -37.4% |
| 5Y | -76.0% | +230.7% | -306.7% | -87.0% |
| All | -78.0% | +318.8% | -396.8% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling