-0.1%
PATH vs FRMI
-93.4%
+93.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.2% |
| 7D | -2.7% | -24.7% | +22.0% | -2.3% |
| 30D | -3.7% | -51.6% | +47.9% | -2.8% |
| 3M | -13.8% | -73.1% | +59.4% | -12.7% |
| 6M | +20.3% | -68.3% | +88.6% | +19.3% |
| YTD | -20.8% | -79.3% | +58.4% | -21.2% |
| 1Y | -9.2% | -93.2% | +84.0% | -7.3% |
| All | -0.1% | -93.4% | +93.3% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling