-78.0%
PATH vs VCIT
+6.3%
-84.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -16.3% | -0.3% | -16.0% | -15.7% |
| 30D | +9.9% | -0.8% | +10.7% | +11.8% |
| 3M | +30.2% | -1.0% | +31.2% | +33.3% |
| 6M | +37.2% | -1.8% | +39.1% | +43.0% |
| YTD | -7.3% | -0.7% | -6.6% | -6.0% |
| 1Y | +40.0% | +1.0% | +39.0% | +36.4% |
| 3Y | -4.4% | +18.8% | -23.3% | -37.3% |
| 5Y | -76.0% | +3.5% | -79.5% | -80.9% |
| All | -78.0% | +6.3% | -84.3% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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