-6.1%
PATH vs FLUT
-44.8%
+38.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.2% | -14.5% | -15.9% |
| 7D | -16.3% | -1.6% | -14.7% | -15.8% |
| 30D | +9.9% | +7.7% | +2.2% | +6.9% |
| 3M | +30.2% | -0.7% | +30.9% | +29.2% |
| 6M | +37.2% | -11.2% | +48.4% | +40.7% |
| YTD | -7.3% | -53.4% | +46.1% | +14.1% |
| 1Y | +40.0% | -65.8% | +105.8% | +87.4% |
| All | -6.1% | -44.8% | +38.7% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling