-81.1%
PATH vs FFIV
+50.7%
-131.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | +0.1% |
| 7D | -5.6% | -14.2% | +8.6% | +4.8% |
| 30D | -0.7% | -33.6% | +33.0% | +28.7% |
| 3M | -5.9% | -24.2% | +18.3% | +8.7% |
| 6M | +21.6% | -8.3% | +29.9% | +19.7% |
| YTD | -20.6% | +22.1% | -42.7% | -39.5% |
| 1Y | -10.6% | +26.5% | -37.1% | -34.1% |
| 3Y | -24.9% | +102.3% | -127.2% | -66.0% |
| 5Y | -76.8% | +40.6% | -117.5% | -86.6% |
| All | -81.1% | +50.7% | -131.9% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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