-74.6%
PATH vs FLNC
-84.3%
+9.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.8% |
| 7D | -5.3% | -7.9% | +2.6% | -4.0% |
| 30D | -0.5% | -31.3% | +30.8% | +7.2% |
| 3M | -7.1% | -60.1% | +53.0% | +11.6% |
| 6M | +23.8% | -61.1% | +84.9% | +38.3% |
| YTD | -20.7% | -73.4% | +52.7% | -8.5% |
| 1Y | -8.1% | -73.4% | +65.3% | +4.6% |
| 3Y | -21.8% | -71.9% | +50.1% | -32.5% |
| 5Y | -76.8% | -84.7% | +7.8% | -82.3% |
| All | -74.6% | -84.3% | +9.7% | -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 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