-81.1%
PATH vs FLEX
+397.5%
-478.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.6% | +9.9% | +0.1% |
| 7D | -5.6% | -28.3% | +22.7% | +3.0% |
| 30D | -0.7% | -45.0% | +44.3% | +16.3% |
| 3M | -5.9% | -45.2% | +39.4% | +9.3% |
| 6M | +21.6% | -30.8% | +52.4% | +17.3% |
| YTD | -20.6% | +10.4% | -31.1% | -42.5% |
| 1Y | -10.6% | +2.3% | -12.8% | -32.5% |
| 3Y | -24.9% | +238.9% | -263.8% | -75.3% |
| 5Y | -76.8% | +386.0% | -462.8% | -94.4% |
| All | -81.1% | +397.5% | -478.6% | -95.4% |
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