-18.8%
PATH vs FN
+109.9%
-128.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +3.4% |
| 7D | -4.8% | -7.0% | +2.2% | -4.3% |
| 30D | +2.7% | -24.7% | +27.4% | +5.1% |
| 3M | -4.2% | -35.7% | +31.5% | -0.7% |
| 6M | +24.7% | -52.4% | +77.2% | +32.5% |
| YTD | -17.6% | -25.0% | +7.4% | -22.3% |
| 1Y | -5.3% | -25.7% | +20.3% | -11.0% |
| All | -18.8% | +109.9% | -128.7% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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