-76.5%
PATH vs FE
+47.4%
-123.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -4.8% | +1.7% | -6.5% | -5.0% |
| 30D | +2.7% | +8.1% | -5.5% | +1.5% |
| 3M | -4.2% | -1.3% | -2.9% | -4.1% |
| 6M | +24.7% | +2.9% | +21.8% | +23.8% |
| YTD | -17.6% | +8.6% | -26.1% | -19.7% |
| 1Y | -5.3% | +6.3% | -11.7% | -7.4% |
| 3Y | -22.0% | +45.1% | -67.1% | -32.2% |
| 5Y | -76.5% | +47.1% | -123.6% | -79.8% |
| All | -76.5% | +47.4% | -123.9% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling