+0.1%
PATH vs FRMI
-93.8%
+93.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.1% |
| 7D | -5.3% | -39.8% | +34.5% | -4.6% |
| 30D | -0.5% | -60.5% | +59.9% | +0.6% |
| 3M | -7.1% | -74.6% | +67.5% | -5.9% |
| 6M | +23.8% | -71.8% | +95.6% | +23.3% |
| YTD | -20.7% | -80.4% | +59.7% | -21.0% |
| 1Y | -8.1% | -93.9% | +85.8% | -6.3% |
| All | +0.1% | -93.8% | +93.8% | +0.9% |
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