-76.8%
PATH vs FTV
+12.7%
-89.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | +0.1% |
| 7D | -5.6% | -0.6% | -4.9% | -5.2% |
| 30D | -0.7% | +13.0% | -13.7% | -11.3% |
| 3M | -5.9% | +6.8% | -12.6% | -11.6% |
| 6M | +21.6% | +8.0% | +13.6% | +11.3% |
| YTD | -20.6% | +18.9% | -39.5% | -34.8% |
| 1Y | -10.6% | +30.8% | -41.4% | -33.7% |
| 3Y | -24.9% | +33.4% | -58.3% | -48.1% |
| 5Y | -76.8% | +12.7% | -89.5% | -84.4% |
| All | -76.8% | +12.7% | -89.5% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling