-6.1%
PATH vs FFIV
+136.9%
-143.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -16.4% |
| 7D | -16.3% | -1.0% | -15.4% | -15.7% |
| 30D | +9.9% | -5.1% | +15.0% | +13.2% |
| 3M | +30.2% | -4.5% | +34.6% | +33.2% |
| 6M | +37.2% | +36.5% | +0.7% | +10.5% |
| YTD | -7.3% | +53.0% | -60.3% | -31.5% |
| 1Y | +40.0% | +24.2% | +15.8% | +19.0% |
| All | -6.1% | +136.9% | -143.0% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling