-21.8%
PATH vs FDS
-20.2%
-1.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.4% |
| 7D | -5.6% | +6.4% | -12.0% | -9.2% |
| 30D | -0.7% | +25.2% | -25.9% | -13.8% |
| 3M | -5.9% | +22.9% | -28.8% | -17.0% |
| 6M | +21.6% | +56.5% | -34.9% | -7.1% |
| YTD | -20.6% | +19.0% | -39.6% | -30.4% |
| 1Y | -10.6% | +32.7% | -43.3% | -26.5% |
| All | -21.8% | -20.2% | -1.6% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling