-80.4%
PATH vs ETR
+150.3%
-230.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.9% |
| 7D | -4.8% | +3.7% | -8.5% | -4.7% |
| 30D | +2.7% | +11.0% | -8.3% | +2.8% |
| 3M | -4.2% | +3.4% | -7.6% | -4.1% |
| 6M | +24.7% | -3.3% | +28.0% | +25.1% |
| YTD | -17.6% | +23.3% | -40.8% | -19.4% |
| 1Y | -5.3% | +19.2% | -24.5% | -7.0% |
| 3Y | -22.0% | +151.3% | -173.3% | -29.7% |
| 5Y | -76.5% | +159.1% | -235.6% | -77.8% |
| All | -80.4% | +150.3% | -230.7% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling