-81.2%
PATH vs FTI
+862.0%
-943.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.7% | -4.3% | +1.6% | -1.9% |
| 30D | -3.7% | -8.0% | +4.3% | -2.3% |
| 3M | -13.8% | -8.0% | -5.7% | -12.6% |
| 6M | +20.3% | -8.7% | +29.0% | +21.4% |
| YTD | -20.8% | +43.9% | -64.7% | -27.9% |
| 1Y | -9.2% | +49.8% | -59.0% | -18.2% |
| 3Y | -21.8% | +211.7% | -233.5% | -41.4% |
| 5Y | -77.4% | +781.6% | -859.0% | -86.5% |
| All | -81.2% | +862.0% | -943.2% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling