-77.7%
PATH vs ITOT
+64.4%
-142.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.4% |
| 7D | -2.3% | -0.5% | -1.8% | -1.7% |
| 30D | -4.8% | -3.4% | -1.4% | +1.3% |
| 3M | -17.7% | -3.1% | -14.6% | -12.9% |
| 6M | +18.9% | +2.2% | +16.7% | +13.5% |
| YTD | -21.7% | +11.0% | -32.7% | -37.1% |
| 1Y | -9.6% | +11.4% | -21.1% | -27.8% |
| 3Y | -25.8% | +76.4% | -102.2% | -77.0% |
| All | -77.7% | +64.4% | -142.1% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling