-81.2%
PATH vs FLEX
+420.2%
-501.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.6% | -1.4% |
| 7D | -5.3% | -19.3% | +14.0% | -0.1% |
| 30D | -0.5% | -41.5% | +41.0% | +14.4% |
| 3M | -7.1% | -43.1% | +36.0% | +6.6% |
| 6M | +23.8% | -48.2% | +72.0% | +40.4% |
| YTD | -20.7% | +15.5% | -36.2% | -43.3% |
| 1Y | -8.1% | +10.2% | -18.3% | -32.7% |
| 3Y | -21.8% | +256.8% | -278.6% | -74.8% |
| 5Y | -76.8% | +408.2% | -485.0% | -94.4% |
| All | -81.2% | +420.2% | -501.3% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling