-25.8%
PATH vs ITOT
+78.3%
-104.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.5% |
| 7D | -2.3% | -0.5% | -1.8% | -1.7% |
| 30D | -4.8% | -3.4% | -1.4% | +0.2% |
| 3M | -17.7% | -3.1% | -14.6% | -13.7% |
| 6M | +18.9% | +2.2% | +16.7% | +14.9% |
| YTD | -21.7% | +11.0% | -32.7% | -34.1% |
| 1Y | -9.6% | +11.4% | -21.1% | -24.3% |
| 3Y | -25.8% | +76.4% | -102.2% | -80.1% |
| All | -25.8% | +78.3% | -104.2% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling