-78.0%
PATH vs ETR
+139.9%
-217.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.2% | -16.6% |
| 7D | -16.3% | +1.4% | -17.7% | -16.3% |
| 30D | +9.9% | +1.0% | +8.9% | +9.9% |
| 3M | +30.2% | -1.3% | +31.4% | +30.0% |
| 6M | +37.2% | +1.9% | +35.3% | +36.5% |
| YTD | -7.3% | +18.2% | -25.5% | -9.4% |
| 1Y | +40.0% | +24.7% | +15.3% | +36.1% |
| 3Y | -4.4% | +150.7% | -155.1% | -14.3% |
| 5Y | -76.0% | +127.0% | -203.1% | -78.0% |
| All | -78.0% | +139.9% | -217.9% | -79.3% |
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