-82.3%
PATH vs ZETA
+313.7%
-396.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +0.7% | +26.5% | -25.8% | -7.6% |
| 30D | -1.1% | +10.3% | -11.4% | -4.8% |
| 3M | -14.2% | +30.5% | -44.7% | -21.9% |
| 6M | +30.9% | +129.4% | -98.5% | -2.4% |
| YTD | -20.1% | +83.1% | -103.2% | -36.3% |
| 1Y | -8.1% | +82.1% | -90.1% | -26.9% |
| 3Y | -24.3% | +352.3% | -376.6% | -64.2% |
| 5Y | -75.6% | +293.1% | -368.7% | -89.2% |
| All | -82.3% | +313.7% | -396.0% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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