+5.6%
PATH vs ETHA
-36.9%
+42.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -0.5% | -13.4% | +12.8% | +2.4% |
| 3M | -7.1% | +16.5% | -23.6% | -10.3% |
| 6M | +23.8% | -5.3% | +29.1% | +24.0% |
| YTD | -20.7% | -25.2% | +4.5% | -17.9% |
| 1Y | -8.1% | -32.9% | +24.8% | -2.9% |
| All | +5.6% | -36.9% | +42.5% | -1.3% |
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