-81.0%
PATH vs FCEL
-95.8%
+14.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +0.8% |
| 7D | +0.7% | +14.8% | -14.1% | -1.9% |
| 30D | -1.1% | -33.9% | +32.7% | +5.1% |
| 3M | -14.2% | -52.7% | +38.5% | -5.5% |
| 6M | +30.9% | -40.0% | +70.9% | +23.3% |
| YTD | -20.1% | +40.2% | -60.3% | -42.6% |
| 1Y | -8.1% | +32.9% | -41.0% | -33.9% |
| 3Y | -24.3% | -66.8% | +42.6% | -37.6% |
| 5Y | -75.6% | -97.0% | +21.4% | -59.7% |
| All | -81.0% | -95.8% | +14.8% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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