-81.4%
PATH vs FCUV
-99.8%
+18.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.2% |
| 7D | -2.3% | -15.3% | +13.0% | -2.0% |
| 30D | -4.8% | -29.7% | +24.9% | -4.3% |
| 3M | -17.7% | -54.5% | +36.8% | -17.3% |
| 6M | +18.9% | -26.7% | +45.7% | +12.1% |
| YTD | -21.7% | -91.0% | +69.2% | -23.1% |
| 1Y | -9.6% | -98.0% | +88.4% | -7.7% |
| 3Y | -25.8% | -99.5% | +73.7% | -25.5% |
| 5Y | -77.1% | -99.9% | +22.8% | -76.4% |
| All | -81.4% | -99.8% | +18.4% | -80.7% |
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