-82.4%
PATH vs ZETA
+244.4%
-326.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -1.9% |
| 7D | -5.3% | -0.4% | -4.9% | -5.3% |
| 30D | -0.5% | -8.0% | +7.5% | +2.3% |
| 3M | -7.1% | +21.4% | -28.5% | -12.9% |
| 6M | +23.8% | +80.1% | -56.3% | +0.7% |
| YTD | -20.7% | +52.5% | -73.2% | -32.4% |
| 1Y | -8.1% | +58.5% | -66.5% | -22.9% |
| 3Y | -21.8% | +281.7% | -303.5% | -60.6% |
| 5Y | -76.8% | +237.3% | -314.1% | -89.1% |
| All | -82.4% | +244.4% | -326.8% | -91.9% |
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