-81.1%
PATH vs VFC
-71.3%
-9.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.8% |
| 7D | -5.6% | +10.9% | -16.4% | -8.8% |
| 30D | -0.7% | +40.6% | -41.3% | -11.5% |
| 3M | -5.9% | +34.4% | -40.3% | -15.2% |
| 6M | +21.6% | +12.3% | +9.3% | +14.4% |
| YTD | -20.6% | +14.4% | -35.0% | -26.6% |
| 1Y | -10.6% | +40.6% | -51.2% | -23.8% |
| 3Y | -24.9% | +40.1% | -65.0% | -45.1% |
| 5Y | -76.8% | -67.6% | -9.2% | -65.5% |
| All | -81.1% | -71.3% | -9.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling