-81.2%
PATH vs VFC
-71.2%
-10.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -5.3% | +11.2% | -16.5% | -8.7% |
| 30D | -0.5% | +41.5% | -42.1% | -11.6% |
| 3M | -7.1% | +38.9% | -46.1% | -17.3% |
| 6M | +23.8% | +6.1% | +17.7% | +18.9% |
| YTD | -20.7% | +14.5% | -35.2% | -26.7% |
| 1Y | -8.1% | +46.0% | -54.0% | -22.7% |
| 3Y | -21.8% | +36.4% | -58.2% | -42.0% |
| 5Y | -76.8% | -67.5% | -9.3% | -65.5% |
| All | -81.2% | -71.2% | -10.0% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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