-80.4%
PATH vs FAST
+137.6%
-218.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.9% |
| 7D | -4.8% | +3.4% | -8.2% | -6.8% |
| 30D | +2.7% | +5.5% | -2.8% | -0.9% |
| 3M | -4.2% | +7.6% | -11.8% | -8.8% |
| 6M | +24.7% | +19.8% | +4.9% | +10.5% |
| YTD | -17.6% | +35.5% | -53.0% | -34.8% |
| 1Y | -5.3% | +31.6% | -36.9% | -23.6% |
| 3Y | -22.0% | +91.0% | -113.0% | -56.1% |
| 5Y | -76.5% | +105.1% | -181.6% | -88.2% |
| All | -80.4% | +137.6% | -218.0% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling