-80.8%
PATH vs FTV
+27.1%
-107.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +2.1% | +3.9% | -1.8% | -1.2% |
| 30D | +1.6% | +18.7% | -17.1% | -12.5% |
| 3M | -20.4% | +10.0% | -30.5% | -27.1% |
| 6M | +40.1% | +14.6% | +25.6% | +22.2% |
| YTD | -19.0% | +23.4% | -42.5% | -34.9% |
| 1Y | -5.8% | +31.3% | -37.1% | -28.9% |
| 3Y | -22.9% | +39.8% | -62.7% | -47.3% |
| 5Y | -75.3% | +17.7% | -93.0% | -82.9% |
| All | -80.8% | +27.1% | -107.8% | -87.1% |
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