-76.5%
PATH vs FIX
+1,064.8%
-1,141.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.1% | +18.0% | +6.7% |
| 7D | -4.8% | -18.9% | +14.1% | -0.3% |
| 30D | +2.7% | -36.3% | +39.0% | +14.0% |
| 3M | -4.2% | -38.5% | +34.3% | +6.5% |
| 6M | +24.7% | -42.3% | +67.0% | +37.4% |
| YTD | -17.6% | +17.1% | -34.7% | -33.5% |
| 1Y | -5.3% | +14.4% | -19.7% | -23.2% |
| 3Y | -22.0% | +486.7% | -508.7% | -76.2% |
| 5Y | -76.5% | +1,083.7% | -1,160.2% | -96.2% |
| All | -76.5% | +1,064.8% | -1,141.3% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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