-21.8%
PATH vs FND
-36.5%
+14.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -2.7% |
| 7D | -5.6% | +2.2% | -7.8% | -6.3% |
| 30D | -0.7% | +9.6% | -10.3% | -3.5% |
| 3M | -5.9% | -17.9% | +12.0% | -1.3% |
| 6M | +21.6% | +6.6% | +15.0% | +17.2% |
| YTD | -20.6% | -15.5% | -5.2% | -19.0% |
| 1Y | -10.6% | -16.2% | +5.6% | -8.9% |
| All | -21.8% | -36.5% | +14.7% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling