-18.8%
PATH vs FLUT
-51.9%
+33.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.6% |
| 7D | -4.8% | +4.2% | -8.9% | -6.2% |
| 30D | +2.7% | +8.0% | -5.3% | -0.2% |
| 3M | -4.2% | -22.1% | +17.9% | +2.5% |
| 6M | +24.7% | -21.7% | +46.4% | +32.5% |
| YTD | -17.6% | -62.0% | +44.4% | +7.0% |
| 1Y | -5.3% | -63.2% | +57.8% | +23.4% |
| All | -18.8% | -51.9% | +33.1% | +2.4% |
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