-81.0%
PATH vs FND
-53.0%
-28.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.8% |
| 7D | -2.7% | -4.4% | +1.7% | -0.6% |
| 30D | -1.4% | +14.5% | -15.9% | -8.8% |
| 3M | -16.4% | -15.6% | -0.8% | -10.3% |
| 6M | +23.3% | +4.7% | +18.5% | +15.3% |
| YTD | -19.8% | -16.1% | -3.7% | -18.3% |
| 1Y | -8.6% | -16.0% | +7.4% | -7.7% |
| 3Y | -24.0% | -35.5% | +11.4% | -22.8% |
| 5Y | -77.1% | -60.5% | -16.6% | -70.8% |
| All | -81.0% | -53.0% | -28.0% | -76.4% |
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