-81.4%
PATH vs FISV
-49.7%
-31.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | -2.3% | +8.4% | -10.7% | -5.6% |
| 30D | -4.8% | +38.8% | -43.6% | -18.0% |
| 3M | -17.7% | +21.3% | -39.0% | -24.8% |
| 6M | +18.9% | +14.1% | +4.8% | +11.3% |
| YTD | -21.7% | -5.7% | -16.0% | -21.0% |
| 1Y | -9.6% | -0.8% | -8.9% | -10.9% |
| 3Y | -25.8% | -47.9% | +22.1% | -30.1% |
| 5Y | -77.1% | -36.8% | -40.3% | -82.0% |
| All | -81.4% | -49.7% | -31.7% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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