-81.1%
PATH vs VCLT
-10.8%
-70.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | -5.6% | +0.3% | -5.9% | -5.9% |
| 30D | -0.7% | +3.6% | -4.3% | -4.5% |
| 3M | -5.9% | -1.9% | -4.0% | -3.8% |
| 6M | +21.6% | -3.2% | +24.8% | +26.0% |
| YTD | -20.6% | -3.1% | -17.6% | -18.1% |
| 1Y | -10.6% | -3.1% | -7.5% | -7.8% |
| 3Y | -24.9% | +15.9% | -40.8% | -38.5% |
| 5Y | -76.8% | -17.4% | -59.4% | -75.2% |
| All | -81.1% | -10.8% | -70.4% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling