-76.8%
PATH vs FAST
+102.7%
-179.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.3% |
| 7D | -5.6% | +0.7% | -6.3% | -6.0% |
| 30D | -0.7% | +4.6% | -5.3% | -3.8% |
| 3M | -5.9% | +6.4% | -12.2% | -9.9% |
| 6M | +21.6% | +20.6% | +1.0% | +6.5% |
| YTD | -20.6% | +34.7% | -55.3% | -37.8% |
| 1Y | -10.6% | +29.7% | -40.2% | -27.9% |
| 3Y | -24.9% | +89.9% | -114.8% | -59.6% |
| 5Y | -76.8% | +105.0% | -181.8% | -89.6% |
| All | -76.8% | +102.7% | -179.5% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling