+23.4%
PATH vs ETHA
-30.3%
+53.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.6% | -14.0% | -16.1% |
| 7D | -16.3% | +0.8% | -17.1% | -16.4% |
| 30D | +9.9% | +27.9% | -18.0% | +4.4% |
| 3M | +30.2% | +38.3% | -8.1% | +21.1% |
| 6M | +37.2% | +14.0% | +23.2% | +31.9% |
| YTD | -7.3% | -17.4% | +10.1% | -5.7% |
| 1Y | +40.0% | -42.7% | +82.7% | +53.0% |
| All | +23.4% | -30.3% | +53.7% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling