-78.0%
PATH vs FCUV
-98.7%
+20.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -13.7% | -3.0% | -16.4% |
| 7D | -16.3% | +62.8% | -79.1% | -17.0% |
| 30D | +9.9% | +66.5% | -56.6% | +8.7% |
| 3M | +30.2% | +459.9% | -429.8% | +19.4% |
| 6M | +37.2% | -12.4% | +49.6% | +30.4% |
| YTD | -7.3% | -47.5% | +40.2% | -10.9% |
| 1Y | +40.0% | -80.5% | +120.5% | +37.6% |
| 3Y | -4.4% | -97.6% | +93.2% | -5.7% |
| 5Y | -76.0% | -99.5% | +23.5% | -75.9% |
| All | -78.0% | -98.7% | +20.7% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling