-81.1%
PATH vs FE
+61.6%
-142.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -5.6% | +0.6% | -6.2% | -5.6% |
| 30D | -0.7% | +6.4% | -7.1% | -1.3% |
| 3M | -5.9% | -0.5% | -5.4% | -5.9% |
| 6M | +21.6% | +4.7% | +16.8% | +20.7% |
| YTD | -20.6% | +8.4% | -29.0% | -22.0% |
| 1Y | -10.6% | +7.2% | -17.8% | -12.1% |
| 3Y | -24.9% | +44.9% | -69.8% | -31.9% |
| 5Y | -76.8% | +46.3% | -123.1% | -78.4% |
| All | -81.1% | +61.6% | -142.8% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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