-81.4%
PATH vs RVMD
+408.1%
-489.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.2% |
| 7D | -2.3% | -0.6% | -1.7% | -2.4% |
| 30D | -4.8% | +1.7% | -6.6% | -5.7% |
| 3M | -17.7% | -6.7% | -11.0% | -16.7% |
| 6M | +18.9% | +36.1% | -17.2% | +8.0% |
| YTD | -21.7% | +142.4% | -164.1% | -42.5% |
| 1Y | -9.6% | +207.8% | -217.4% | -38.3% |
| 3Y | -25.8% | +879.5% | -905.3% | -66.4% |
| 5Y | -77.1% | +509.0% | -586.1% | -90.3% |
| All | -81.4% | +408.1% | -489.5% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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