-8.1%
PATH vs FFIV
+26.7%
-34.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.3% | -8.1% | +2.8% | -2.7% |
| 30D | -0.5% | -33.4% | +32.9% | +12.2% |
| 3M | -7.1% | -24.7% | +17.6% | -1.4% |
| 6M | +23.8% | -8.8% | +32.7% | +19.2% |
| YTD | -20.7% | +21.8% | -42.5% | -32.7% |
| 1Y | -8.1% | +25.3% | -33.4% | -23.5% |
| All | -8.1% | +26.7% | -34.8% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling