-81.0%
PATH vs FCUV
-99.8%
+18.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | +0.7% | +2.4% | -1.7% | +0.7% |
| 30D | -1.1% | -25.9% | +24.8% | -0.7% |
| 3M | -14.2% | -44.8% | +30.6% | -13.9% |
| 6M | +30.9% | -3.5% | +34.3% | +22.5% |
| YTD | -20.1% | -90.7% | +70.7% | -21.6% |
| 1Y | -8.1% | -97.9% | +89.8% | -6.3% |
| 3Y | -24.3% | -99.5% | +75.3% | -23.9% |
| 5Y | -75.6% | -99.9% | +24.3% | -74.9% |
| All | -81.0% | -99.8% | +18.8% | -80.3% |
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