-76.8%
PATH vs ZETA
+226.4%
-303.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.3% | +3.6% | -0.9% |
| 7D | -5.6% | -10.0% | +4.4% | -1.8% |
| 30D | -0.7% | -10.6% | +9.9% | +3.6% |
| 3M | -5.9% | +8.9% | -14.7% | -8.6% |
| 6M | +21.6% | +65.1% | -43.5% | +0.3% |
| YTD | -20.6% | +44.8% | -65.4% | -32.0% |
| 1Y | -10.6% | +47.8% | -58.4% | -24.3% |
| 3Y | -24.9% | +248.8% | -273.6% | -65.1% |
| 5Y | -76.8% | +220.3% | -297.2% | -91.0% |
| All | -76.8% | +226.4% | -303.2% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling