-81.8%
PATH vs ZETA
+252.7%
-334.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.0% |
| 7D | -4.8% | -5.0% | +0.2% | -3.1% |
| 30D | +2.7% | -3.3% | +6.0% | +3.9% |
| 3M | -4.2% | +31.0% | -35.2% | -12.8% |
| 6M | +24.7% | +72.2% | -47.4% | +3.1% |
| YTD | -17.6% | +56.2% | -73.7% | -30.3% |
| 1Y | -5.3% | +90.3% | -95.6% | -25.6% |
| 3Y | -22.0% | +276.1% | -298.1% | -60.4% |
| 5Y | -76.5% | +254.7% | -331.2% | -89.0% |
| All | -81.8% | +252.7% | -334.5% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling