-76.8%
PATH vs FFIV
+39.3%
-116.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | +0.4% |
| 7D | -5.6% | -14.2% | +8.6% | +5.4% |
| 30D | -0.7% | -33.6% | +33.0% | +30.7% |
| 3M | -5.9% | -24.2% | +18.3% | +9.5% |
| 6M | +21.6% | -8.3% | +29.9% | +18.9% |
| YTD | -20.6% | +22.1% | -42.7% | -41.3% |
| 1Y | -10.6% | +26.5% | -37.1% | -36.3% |
| 3Y | -24.9% | +102.3% | -127.2% | -70.0% |
| 5Y | -76.8% | +40.6% | -117.5% | -86.8% |
| All | -76.8% | +39.3% | -116.1% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling