-21.8%
PATH vs FOXA
+117.4%
-139.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | -5.3% | +5.4% | -10.7% | -7.7% |
| 30D | -0.5% | +6.3% | -6.8% | -3.6% |
| 3M | -7.1% | +8.3% | -15.5% | -10.8% |
| 6M | +23.8% | +7.6% | +16.2% | +16.7% |
| YTD | -20.7% | -7.9% | -12.7% | -19.3% |
| 1Y | -8.1% | +2.4% | -10.4% | -11.4% |
| 3Y | -21.8% | +120.3% | -142.2% | -49.9% |
| All | -21.8% | +117.4% | -139.2% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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