-76.8%
PATH vs FIX
+929.6%
-1,006.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.6% | +7.9% | -0.8% |
| 7D | -5.6% | -27.2% | +21.7% | +1.5% |
| 30D | -0.7% | -46.9% | +46.2% | +15.7% |
| 3M | -5.9% | -44.4% | +38.6% | +7.2% |
| 6M | +21.6% | -50.9% | +72.5% | +40.1% |
| YTD | -20.6% | +3.5% | -24.2% | -34.1% |
| 1Y | -10.6% | -2.1% | -8.5% | -24.3% |
| 3Y | -24.9% | +418.7% | -443.6% | -76.7% |
| 5Y | -76.8% | +894.6% | -971.4% | -96.2% |
| All | -76.8% | +929.6% | -1,006.4% | -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