+40.0%
PATH vs FDS
-17.4%
+57.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.5% | -13.1% | -14.6% |
| 7D | -16.3% | -1.9% | -14.4% | -15.0% |
| 30D | +9.9% | +9.0% | +0.9% | +5.4% |
| 3M | +30.2% | +18.9% | +11.3% | +18.2% |
| 6M | +37.2% | +35.1% | +2.1% | +17.1% |
| YTD | -7.3% | +5.5% | -12.8% | -15.8% |
| 1Y | +40.0% | -16.8% | +56.8% | +36.2% |
| All | +40.0% | -17.4% | +57.4% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling