-78.0%
PATH vs FTV
+6.5%
-84.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.7% | -15.8% |
| 7D | -16.3% | -4.5% | -11.8% | -12.8% |
| 30D | +9.9% | -7.1% | +17.0% | +17.2% |
| 3M | +30.2% | -7.2% | +37.3% | +37.4% |
| 6M | +37.2% | -1.5% | +38.7% | +36.3% |
| YTD | -7.3% | +3.5% | -10.8% | -12.8% |
| 1Y | +40.0% | +20.3% | +19.7% | +12.6% |
| 3Y | -4.4% | -3.1% | -1.3% | -6.0% |
| 5Y | -76.0% | +2.3% | -78.4% | -80.8% |
| All | -78.0% | +6.5% | -84.5% | -82.7% |
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