-78.0%
PATH vs FOXA
+86.4%
-164.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.4% | -13.2% | -14.7% |
| 7D | -16.3% | -4.0% | -12.3% | -14.2% |
| 30D | +9.9% | +12.0% | -2.1% | +2.9% |
| 3M | +30.2% | +0.3% | +29.9% | +27.4% |
| 6M | +37.2% | +12.5% | +24.7% | +24.6% |
| YTD | -7.3% | -9.6% | +2.3% | -4.1% |
| 1Y | +40.0% | +8.6% | +31.4% | +28.7% |
| 3Y | -4.4% | +118.5% | -122.9% | -45.6% |
| 5Y | -76.0% | +88.8% | -164.8% | -84.6% |
| All | -78.0% | +86.4% | -164.4% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling