-81.2%
PATH vs FFIV
+50.3%
-131.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -5.3% | -8.1% | +2.8% | +0.4% |
| 30D | -0.5% | -33.4% | +32.9% | +28.5% |
| 3M | -7.1% | -24.7% | +17.6% | +7.8% |
| 6M | +23.8% | -8.8% | +32.7% | +22.4% |
| YTD | -20.7% | +21.8% | -42.5% | -39.4% |
| 1Y | -8.1% | +25.3% | -33.4% | -31.7% |
| 3Y | -21.8% | +101.2% | -123.0% | -64.4% |
| 5Y | -76.8% | +40.2% | -117.1% | -86.6% |
| All | -81.2% | +50.3% | -131.5% | -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