-80.4%
PATH vs FTV
+27.9%
-108.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.0% |
| 7D | -4.8% | +6.6% | -11.4% | -10.0% |
| 30D | +2.7% | +19.1% | -16.4% | -11.9% |
| 3M | -4.2% | +13.1% | -17.3% | -14.1% |
| 6M | +24.7% | +14.0% | +10.7% | +9.5% |
| YTD | -17.6% | +24.2% | -41.8% | -34.0% |
| 1Y | -5.3% | +36.4% | -41.7% | -31.1% |
| 3Y | -22.0% | +39.3% | -61.3% | -46.4% |
| 5Y | -76.5% | +18.7% | -95.2% | -83.8% |
| All | -80.4% | +27.9% | -108.3% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling