-80.8%
PATH vs ITOT
+87.1%
-167.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.0% |
| 7D | +2.1% | +2.5% | -0.4% | -2.6% |
| 30D | +1.6% | -1.7% | +3.3% | +4.5% |
| 3M | -20.4% | -3.4% | -17.1% | -15.4% |
| 6M | +40.1% | +2.1% | +38.0% | +34.2% |
| YTD | -19.0% | +11.5% | -30.5% | -35.1% |
| 1Y | -5.8% | +13.6% | -19.4% | -27.1% |
| 3Y | -22.9% | +77.2% | -100.1% | -75.3% |
| 5Y | -75.3% | +64.4% | -139.7% | -90.5% |
| All | -80.8% | +87.1% | -167.9% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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