-74.9%
PATH vs FLNC
-85.3%
+10.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.1% | +7.9% | +0.8% |
| 7D | -2.3% | -10.7% | +8.4% | -0.2% |
| 30D | -4.8% | -33.9% | +29.1% | +3.4% |
| 3M | -17.7% | -61.2% | +43.5% | -0.6% |
| 6M | +18.9% | -79.7% | +98.6% | +58.8% |
| YTD | -21.7% | -75.2% | +53.5% | -8.4% |
| 1Y | -9.6% | -77.5% | +67.8% | +7.0% |
| 3Y | -25.8% | -71.4% | +45.5% | -37.1% |
| 5Y | -77.1% | -85.6% | +8.5% | -82.2% |
| All | -74.9% | -85.3% | +10.4% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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