-8.1%
PATH vs FITB
+29.0%
-37.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -5.3% | -1.5% | -3.8% | -5.1% |
| 30D | -0.5% | +5.8% | -6.4% | -1.1% |
| 3M | -7.1% | -6.1% | -1.0% | -7.0% |
| 6M | +23.8% | +5.9% | +17.9% | +23.8% |
| YTD | -20.7% | +16.1% | -36.8% | -25.0% |
| 1Y | -8.1% | +28.8% | -36.9% | -23.2% |
| All | -8.1% | +29.0% | -37.1% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling