-81.2%
PATH vs FIS
-78.4%
-2.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +1.1% |
| 7D | -5.3% | -25.5% | +20.2% | +6.9% |
| 30D | -0.5% | -15.1% | +14.5% | +3.8% |
| 3M | -7.1% | -32.1% | +25.0% | +10.5% |
| 6M | +23.8% | -36.1% | +59.9% | +51.9% |
| YTD | -20.7% | -55.4% | +34.7% | +18.7% |
| 1Y | -8.1% | -53.9% | +45.8% | +35.1% |
| 3Y | -21.8% | -39.8% | +17.9% | -3.9% |
| 5Y | -76.8% | -71.1% | -5.7% | -59.1% |
| All | -81.2% | -78.4% | -2.8% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling