-76.8%
PATH vs FND
-60.2%
-16.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -1.8% |
| 7D | -5.6% | +2.2% | -7.8% | -7.1% |
| 30D | -0.7% | +9.6% | -10.3% | -6.1% |
| 3M | -5.9% | -17.9% | +12.0% | +2.6% |
| 6M | +21.6% | +6.6% | +15.0% | +12.2% |
| YTD | -20.6% | -15.5% | -5.2% | -19.4% |
| 1Y | -10.6% | -16.2% | +5.6% | -9.5% |
| 3Y | -24.9% | -36.3% | +11.4% | -23.5% |
| 5Y | -76.8% | -61.4% | -15.4% | -67.3% |
| All | -76.8% | -60.2% | -16.6% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling