-81.2%
PATH vs FITB
+78.4%
-159.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -5.3% | -1.5% | -3.8% | -4.5% |
| 30D | -0.5% | +5.8% | -6.4% | -3.8% |
| 3M | -7.1% | -6.1% | -1.0% | -3.9% |
| 6M | +23.8% | +5.9% | +17.9% | +18.4% |
| YTD | -20.7% | +16.1% | -36.8% | -29.6% |
| 1Y | -8.1% | +28.8% | -36.9% | -23.7% |
| 3Y | -21.8% | +126.0% | -147.9% | -55.5% |
| 5Y | -76.8% | +45.3% | -122.1% | -82.9% |
| All | -81.2% | +78.4% | -159.6% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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