-81.1%
PATH vs FLUT
-59.2%
-21.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.2% |
| 7D | -5.6% | +4.8% | -10.4% | -7.4% |
| 30D | -0.7% | +8.8% | -9.5% | -4.0% |
| 3M | -5.9% | -10.7% | +4.8% | -3.2% |
| 6M | +21.6% | -19.7% | +41.3% | +29.0% |
| YTD | -20.6% | -61.4% | +40.8% | +7.9% |
| 1Y | -10.6% | -61.6% | +51.0% | +21.0% |
| 3Y | -24.9% | -51.4% | +26.5% | -10.4% |
| 5Y | -76.8% | -51.0% | -25.8% | -75.6% |
| All | -81.1% | -59.2% | -21.9% | -80.7% |
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