-75.7%
PATH vs FTV
+2.3%
-78.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.7% | -15.8% |
| 7D | -16.3% | -4.5% | -11.8% | -12.7% |
| 30D | +9.9% | -7.1% | +17.0% | +17.5% |
| 3M | +30.2% | -7.2% | +37.3% | +37.7% |
| 6M | +37.2% | -1.5% | +38.7% | +36.1% |
| YTD | -7.3% | +3.5% | -10.8% | -13.2% |
| 1Y | +40.0% | +20.3% | +19.7% | +11.2% |
| 3Y | -4.4% | -3.1% | -1.3% | -6.3% |
| All | -75.7% | +2.3% | -78.0% | -81.6% |
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