-81.4%
PATH vs FLUT
-59.5%
-22.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -2.3% | -1.5% | -0.8% | -1.8% |
| 30D | -4.8% | +3.4% | -8.2% | -6.3% |
| 3M | -17.7% | -12.5% | -5.2% | -14.8% |
| 6M | +18.9% | -18.5% | +37.4% | +25.5% |
| YTD | -21.7% | -61.6% | +39.9% | +6.6% |
| 1Y | -9.6% | -64.1% | +54.5% | +25.3% |
| 3Y | -25.8% | -44.5% | +18.6% | -15.8% |
| 5Y | -77.1% | -51.3% | -25.8% | -75.9% |
| All | -81.4% | -59.5% | -22.0% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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