-81.2%
PATH vs VCLT
-10.4%
-70.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -5.3% | +0.3% | -5.6% | -5.6% |
| 30D | -0.5% | +3.7% | -4.2% | -4.4% |
| 3M | -7.1% | -1.0% | -6.2% | -6.1% |
| 6M | +23.8% | -3.4% | +27.2% | +28.5% |
| YTD | -20.7% | -2.6% | -18.1% | -18.5% |
| 1Y | -8.1% | -3.3% | -4.8% | -4.9% |
| 3Y | -21.8% | +17.3% | -39.2% | -37.0% |
| 5Y | -76.8% | -17.0% | -59.8% | -75.3% |
| All | -81.2% | -10.4% | -70.8% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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