-77.0%
PATH vs ZETA
+232.9%
-309.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -2.1% |
| 7D | -5.3% | -0.4% | -4.9% | -5.3% |
| 30D | -0.5% | -8.0% | +7.5% | +2.6% |
| 3M | -7.1% | +21.4% | -28.5% | -13.5% |
| 6M | +23.8% | +80.1% | -56.3% | -1.3% |
| YTD | -20.7% | +52.5% | -73.2% | -33.5% |
| 1Y | -8.1% | +58.5% | -66.5% | -24.3% |
| 3Y | -21.8% | +281.7% | -303.5% | -65.3% |
| All | -77.0% | +232.9% | -309.9% | -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