-80.8%
PATH vs FND
-56.0%
-24.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.4% |
| 7D | +2.1% | -6.8% | +8.9% | +5.5% |
| 30D | +1.6% | +8.0% | -6.4% | -3.3% |
| 3M | -20.4% | -18.9% | -1.5% | -13.0% |
| 6M | +40.1% | +4.7% | +35.4% | +30.4% |
| YTD | -19.0% | -21.6% | +2.5% | -14.8% |
| 1Y | -5.8% | -22.0% | +16.2% | -1.3% |
| 3Y | -22.9% | -40.4% | +17.5% | -18.2% |
| 5Y | -75.3% | -63.8% | -11.5% | -67.3% |
| All | -80.8% | -56.0% | -24.7% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling