-75.7%
PATH vs VFC
-79.1%
+3.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.4% | -19.0% | -17.4% |
| 7D | -16.3% | -1.6% | -14.7% | -16.0% |
| 30D | +9.9% | -11.6% | +21.5% | +14.4% |
| 3M | +30.2% | -18.1% | +48.3% | +37.1% |
| 6M | +37.2% | -27.4% | +64.6% | +49.2% |
| YTD | -7.3% | -24.8% | +17.5% | -1.0% |
| 1Y | +40.0% | -8.2% | +48.2% | +36.8% |
| 3Y | -4.4% | -29.1% | +24.7% | -9.9% |
| All | -75.7% | -79.1% | +3.4% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling