-81.1%
PATH vs FOXA
+92.9%
-174.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.1% |
| 7D | -5.6% | +4.9% | -10.5% | -8.2% |
| 30D | -0.7% | +9.0% | -9.7% | -5.7% |
| 3M | -5.9% | +15.8% | -21.7% | -13.8% |
| 6M | +21.6% | +9.2% | +12.4% | +12.7% |
| YTD | -20.6% | -6.5% | -14.1% | -19.6% |
| 1Y | -10.6% | +5.4% | -16.0% | -15.8% |
| 3Y | -24.9% | +120.1% | -145.0% | -57.4% |
| 5Y | -76.8% | +73.6% | -150.5% | -85.5% |
| All | -81.1% | +92.9% | -174.0% | -88.5% |
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