+62.8%
META vs PATH
-76.4%
+139.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -16.6% | +17.6% | +5.1% |
| 7D | +6.7% | -16.3% | +23.0% | +10.9% |
| 30D | +4.8% | +9.9% | -5.2% | +1.3% |
| 3M | -1.6% | +30.2% | -31.8% | -9.3% |
| 6M | -7.5% | +37.2% | -44.7% | -17.2% |
| YTD | -6.4% | -7.3% | +0.9% | -7.9% |
| 1Y | -17.3% | +40.0% | -57.3% | -30.0% |
| 3Y | +109.9% | -4.4% | +114.3% | +80.3% |
| All | +62.8% | -76.4% | +139.2% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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