+0.2%
PATH vs FRMI
-93.9%
+94.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.9% | +12.2% | -3.4% |
| 7D | -5.6% | -46.5% | +40.9% | -4.8% |
| 30D | -0.7% | -63.8% | +63.1% | +0.5% |
| 3M | -5.9% | -75.3% | +69.4% | -4.5% |
| 6M | +21.6% | -69.0% | +90.6% | +20.2% |
| YTD | -20.6% | -80.9% | +60.3% | -20.9% |
| 1Y | -10.6% | -94.2% | +83.6% | -9.0% |
| All | +0.2% | -93.9% | +94.1% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling