-81.1%
PATH vs FCUV
-99.8%
+18.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.4% | +4.7% | -3.6% |
| 7D | -5.6% | -14.0% | +8.4% | -5.4% |
| 30D | -0.7% | -31.2% | +30.5% | -0.1% |
| 3M | -5.9% | -71.3% | +65.4% | -4.9% |
| 6M | +21.6% | -36.9% | +58.4% | +15.1% |
| YTD | -20.6% | -91.0% | +70.3% | -22.1% |
| 1Y | -10.6% | -98.2% | +87.6% | -8.4% |
| 3Y | -24.9% | -99.6% | +74.7% | -24.4% |
| 5Y | -76.8% | -99.9% | +23.0% | -76.1% |
| All | -81.1% | -99.8% | +18.6% | -80.4% |
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