-75.7%
PATH vs FN
+289.0%
-364.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.1% | -19.8% | -17.3% |
| 7D | -16.3% | -1.7% | -14.6% | -16.1% |
| 30D | +9.9% | -22.0% | +31.9% | +14.7% |
| 3M | +30.2% | -43.0% | +73.2% | +44.0% |
| 6M | +37.2% | -27.7% | +65.0% | +37.0% |
| YTD | -7.3% | -10.5% | +3.2% | -15.7% |
| 1Y | +40.0% | +12.5% | +27.5% | +16.9% |
| 3Y | -4.4% | +153.8% | -158.2% | -49.6% |
| All | -75.7% | +289.0% | -364.7% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling