-77.1%
PATH vs FITB
+48.8%
-125.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -2.7% | -0.6% | -2.2% | -2.4% |
| 30D | -1.4% | +7.0% | -8.4% | -5.5% |
| 3M | -16.4% | -4.8% | -11.6% | -14.1% |
| 6M | +23.3% | +13.5% | +9.7% | +12.3% |
| YTD | -19.8% | +19.1% | -38.9% | -30.7% |
| 1Y | -8.6% | +30.8% | -39.3% | -26.0% |
| 3Y | -24.0% | +141.6% | -165.7% | -61.4% |
| 5Y | -77.1% | +48.3% | -125.4% | -83.0% |
| All | -77.1% | +48.8% | -125.9% | -83.0% |
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