-81.0%
PATH vs RVMD
+364.1%
-445.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | +0.7% | -0.7% | +1.4% | +0.6% |
| 30D | -1.1% | -6.4% | +5.3% | +0.1% |
| 3M | -14.2% | -14.1% | -0.1% | -11.3% |
| 6M | +30.9% | +21.0% | +9.8% | +22.5% |
| YTD | -20.1% | +121.4% | -141.5% | -39.9% |
| 1Y | -8.1% | +167.9% | -176.0% | -34.8% |
| 3Y | -24.3% | +794.7% | -819.0% | -64.9% |
| 5Y | -75.6% | +437.2% | -512.8% | -89.4% |
| All | -81.0% | +364.1% | -445.1% | -91.1% |
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