-75.7%
PATH vs FITB
+71.5%
-147.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.4% | -16.5% |
| 7D | -16.3% | +0.6% | -16.9% | -16.6% |
| 30D | +9.9% | -4.7% | +14.7% | +13.0% |
| 3M | +30.2% | +6.7% | +23.5% | +24.3% |
| 6M | +37.2% | +12.6% | +24.7% | +24.9% |
| YTD | -7.3% | +19.1% | -26.4% | -19.6% |
| 1Y | +40.0% | +22.6% | +17.4% | +18.4% |
| 3Y | -4.4% | +127.1% | -131.5% | -48.6% |
| All | -75.7% | +71.5% | -147.2% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling