-70.3%
PATH vs FLNC
-69.1%
-1.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.5% | -18.1% | -17.0% |
| 7D | -16.3% | -4.9% | -11.4% | -15.4% |
| 30D | +9.9% | -27.3% | +37.2% | +17.6% |
| 3M | +30.2% | -61.9% | +92.0% | +57.8% |
| 6M | +37.2% | -34.5% | +71.7% | +37.5% |
| YTD | -7.3% | -47.7% | +40.4% | -6.3% |
| 1Y | +40.0% | +53.3% | -13.3% | -1.2% |
| 3Y | -4.4% | -62.4% | +58.0% | -17.2% |
| All | -70.3% | -69.1% | -1.2% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling