-80.8%
PATH vs VCLT
-11.9%
-68.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | +2.1% | -2.3% | +4.3% | +4.7% |
| 30D | +1.6% | +0.8% | +0.9% | +0.8% |
| 3M | -20.4% | -2.7% | -17.8% | -18.0% |
| 6M | +40.1% | -4.3% | +44.4% | +47.0% |
| YTD | -19.0% | -4.3% | -14.7% | -15.2% |
| 1Y | -5.8% | -4.4% | -1.5% | -1.4% |
| 3Y | -22.9% | +13.8% | -36.7% | -35.7% |
| 5Y | -75.3% | -17.0% | -58.3% | -73.2% |
| All | -80.8% | -11.9% | -68.8% | -81.5% |
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