-78.0%
PATH vs VCLT
-9.8%
-68.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.8% |
| 7D | -16.3% | -0.5% | -15.8% | -15.8% |
| 30D | +9.9% | -0.9% | +10.8% | +10.9% |
| 3M | +30.2% | -3.2% | +33.4% | +35.0% |
| 6M | +37.2% | -3.8% | +41.0% | +43.0% |
| YTD | -7.3% | -2.0% | -5.3% | -5.5% |
| 1Y | +40.0% | -0.8% | +40.8% | +40.2% |
| 3Y | -4.4% | +12.3% | -16.7% | -18.5% |
| 5Y | -76.0% | -15.4% | -60.6% | -74.6% |
| All | -78.0% | -9.8% | -68.2% | -79.4% |
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