+6.7%
PATH vs ETHA
-41.0%
+47.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | -2.7% | -14.0% | +11.3% | +0.4% |
| 30D | -1.4% | -17.4% | +16.0% | +2.6% |
| 3M | -16.4% | +10.6% | -27.0% | -18.4% |
| 6M | +23.3% | -11.2% | +34.5% | +25.1% |
| YTD | -19.8% | -30.1% | +10.2% | -15.8% |
| 1Y | -8.6% | -39.6% | +31.1% | -1.1% |
| All | +6.7% | -41.0% | +47.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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