-80.8%
PATH vs ETR
+148.6%
-229.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +2.1% | +0.5% | +1.5% | +2.1% |
| 30D | +1.6% | +6.4% | -4.8% | +1.7% |
| 3M | -20.4% | +4.0% | -24.4% | -20.4% |
| 6M | +40.1% | -0.5% | +40.6% | +40.2% |
| YTD | -19.0% | +22.4% | -41.5% | -20.8% |
| 1Y | -5.8% | +19.9% | -25.7% | -7.7% |
| 3Y | -22.9% | +154.7% | -177.6% | -30.7% |
| 5Y | -75.3% | +158.1% | -233.4% | -76.6% |
| All | -80.8% | +148.6% | -229.4% | -81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling