-76.8%
PATH vs FN
+148.3%
-225.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.2% | +10.5% | -1.0% |
| 7D | -5.6% | -16.0% | +10.4% | -2.9% |
| 30D | -0.7% | -40.1% | +39.4% | +8.8% |
| 3M | -5.9% | -43.9% | +38.0% | +3.2% |
| 6M | +21.6% | -55.6% | +77.2% | +36.6% |
| YTD | -20.6% | -35.7% | +15.0% | -24.2% |
| 1Y | -10.6% | -39.8% | +29.2% | -13.2% |
| 3Y | -24.9% | +80.3% | -105.2% | -58.7% |
| 5Y | -76.8% | +143.3% | -220.1% | -91.3% |
| All | -76.8% | +148.3% | -225.1% | -91.3% |
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