+16.9%
PATH vs FRMI
-79.6%
+96.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.3% | -22.0% | -16.7% |
| 7D | -16.3% | +2.4% | -18.7% | -16.3% |
| 30D | +9.9% | -17.3% | +27.2% | +10.0% |
| 3M | +30.2% | -17.2% | +47.3% | +29.2% |
| 6M | +37.2% | -43.4% | +80.6% | +38.2% |
| YTD | -7.3% | -36.0% | +28.7% | -8.9% |
| All | +16.9% | -79.6% | +96.6% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling