+89.4%
META vs PATH
-75.2%
+164.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | +0.7% |
| 7D | +2.9% | -4.8% | +7.7% | +4.1% |
| 30D | -15.1% | +2.7% | -17.7% | -15.8% |
| 3M | +7.2% | -4.2% | +11.4% | +6.8% |
| 6M | +3.4% | +24.7% | -21.4% | -5.0% |
| YTD | -4.3% | -17.6% | +13.3% | -3.5% |
| 1Y | +0.8% | -5.3% | +6.1% | -3.4% |
| 3Y | +102.2% | -22.0% | +124.2% | +84.7% |
| 5Y | +89.4% | -76.5% | +165.9% | +105.4% |
| All | +89.4% | -75.2% | +164.6% | +105.4% |
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