-76.5%
PATH vs FFIV
+48.7%
-125.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.2% |
| 7D | -4.8% | -9.8% | +5.0% | +2.5% |
| 30D | +2.7% | -28.1% | +30.8% | +27.0% |
| 3M | -4.2% | -20.0% | +15.8% | +7.1% |
| 6M | +24.7% | -0.1% | +24.8% | +13.9% |
| YTD | -17.6% | +29.2% | -46.7% | -41.6% |
| 1Y | -5.3% | +36.6% | -41.9% | -36.5% |
| 3Y | -22.0% | +114.0% | -136.0% | -70.1% |
| 5Y | -76.5% | +48.1% | -124.6% | -87.1% |
| All | -76.5% | +48.7% | -125.2% | -87.1% |
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 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