-80.8%
PATH vs FISV
-49.3%
-31.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | -0.3% |
| 7D | +2.1% | +1.4% | +0.6% | +1.4% |
| 30D | +1.6% | +38.4% | -36.8% | -12.4% |
| 3M | -20.4% | +14.9% | -35.4% | -25.7% |
| 6M | +40.1% | +21.8% | +18.3% | +27.5% |
| YTD | -19.0% | -5.0% | -14.0% | -18.6% |
| 1Y | -5.8% | -1.2% | -4.7% | -7.0% |
| 3Y | -22.9% | -47.5% | +24.6% | -27.6% |
| 5Y | -75.3% | -36.7% | -38.5% | -80.6% |
| All | -80.8% | -49.3% | -31.4% | -81.5% |
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