-75.7%
PATH vs FFIV
+91.3%
-167.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -16.3% |
| 7D | -16.3% | -1.0% | -15.4% | -15.6% |
| 30D | +9.9% | -5.1% | +15.0% | +14.1% |
| 3M | +30.2% | -4.5% | +34.6% | +33.9% |
| 6M | +37.2% | +36.5% | +0.7% | +3.2% |
| YTD | -7.3% | +53.0% | -60.3% | -37.9% |
| 1Y | +40.0% | +24.2% | +15.8% | +12.0% |
| 3Y | -4.4% | +137.2% | -141.6% | -61.3% |
| All | -75.7% | +91.3% | -167.0% | -87.5% |
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 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