-81.2%
PATH vs FCEL
-96.0%
+14.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.5% | -11.6% | -2.1% |
| 7D | -5.3% | -11.2% | +5.9% | -3.8% |
| 30D | -0.5% | -45.8% | +45.2% | +9.5% |
| 3M | -7.1% | -51.0% | +43.8% | +1.4% |
| 6M | +23.8% | -22.2% | +46.1% | +9.1% |
| YTD | -20.7% | +36.3% | -56.9% | -42.7% |
| 1Y | -8.1% | +29.0% | -37.1% | -33.5% |
| 3Y | -21.8% | -70.9% | +49.0% | -32.6% |
| 5Y | -76.8% | -96.3% | +19.4% | -63.2% |
| All | -81.2% | -96.0% | +14.8% | -70.8% |
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