-8.6%
PATH vs FTI
+48.6%
-57.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.1% |
| 7D | -2.7% | -4.3% | +1.6% | -3.2% |
| 30D | -3.7% | -8.0% | +4.3% | -4.5% |
| 3M | -13.8% | -8.0% | -5.7% | -14.0% |
| 6M | +20.3% | -8.7% | +29.0% | +20.1% |
| YTD | -20.8% | +43.9% | -64.7% | -15.3% |
| All | -8.6% | +48.6% | -57.1% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling