-81.2%
PATH vs FTV
+22.3%
-103.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -5.3% | +0.2% | -5.5% | -5.6% |
| 30D | -0.5% | +15.7% | -16.2% | -12.5% |
| 3M | -7.1% | +7.5% | -14.7% | -13.1% |
| 6M | +23.8% | +8.5% | +15.3% | +13.4% |
| YTD | -20.7% | +18.8% | -39.5% | -34.1% |
| 1Y | -8.1% | +28.5% | -36.6% | -29.4% |
| 3Y | -21.8% | +34.0% | -55.8% | -44.6% |
| 5Y | -76.8% | +12.6% | -89.4% | -83.4% |
| All | -81.2% | +22.3% | -103.5% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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