-80.4%
PATH vs FLUT
-59.8%
-20.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.7% |
| 7D | -4.8% | +4.2% | -8.9% | -6.4% |
| 30D | +2.7% | +8.0% | -5.3% | -0.5% |
| 3M | -4.2% | -22.1% | +17.9% | +3.3% |
| 6M | +24.7% | -21.7% | +46.4% | +33.6% |
| YTD | -17.6% | -62.0% | +44.4% | +12.6% |
| 1Y | -5.3% | -63.2% | +57.8% | +30.0% |
| 3Y | -22.0% | -52.1% | +30.1% | -6.4% |
| 5Y | -76.5% | -52.9% | -23.6% | -75.1% |
| All | -80.4% | -59.8% | -20.6% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling