-80.8%
PATH vs FCUV
-99.5%
+18.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +136.0% | -134.7% | -0.8% |
| 7D | +2.1% | +148.8% | -146.7% | -0.1% |
| 30D | +1.6% | +95.0% | -93.4% | -0.2% |
| 3M | -20.4% | +27.8% | -48.2% | -21.9% |
| 6M | +40.1% | +121.0% | -80.8% | +28.5% |
| YTD | -19.0% | -78.1% | +59.1% | -22.2% |
| 1Y | -5.8% | -94.3% | +88.4% | -6.3% |
| 3Y | -22.9% | -98.9% | +76.0% | -24.2% |
| 5Y | -75.3% | -99.7% | +24.4% | -75.1% |
| All | -80.8% | -99.5% | +18.7% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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