+40.0%
PATH vs ETR
+23.8%
+16.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.2% | -17.0% |
| 7D | -16.3% | +1.4% | -17.7% | -15.5% |
| 30D | +9.9% | +1.0% | +8.9% | +10.8% |
| 3M | +30.2% | -1.3% | +31.4% | +29.3% |
| 6M | +37.2% | +1.9% | +35.3% | +39.6% |
| YTD | -7.3% | +18.2% | -25.5% | -5.5% |
| 1Y | +40.0% | +24.7% | +15.3% | +54.1% |
| All | +40.0% | +23.8% | +16.2% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling