-77.0%
PATH vs FND
-61.6%
-15.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -5.3% | +7.7% | -13.0% | -9.2% |
| 30D | -0.5% | +11.9% | -12.4% | -7.0% |
| 3M | -7.1% | -14.6% | +7.4% | -0.9% |
| 6M | +23.8% | +0.5% | +23.4% | +18.3% |
| YTD | -20.7% | -15.8% | -4.9% | -19.3% |
| 1Y | -8.1% | -12.9% | +4.9% | -9.2% |
| 3Y | -21.8% | -34.2% | +12.3% | -22.6% |
| All | -77.0% | -61.6% | -15.4% | -67.1% |
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