-81.0%
PATH vs VGT
+148.0%
-229.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | +0.4% |
| 7D | +0.7% | +5.6% | -4.9% | -6.1% |
| 30D | -1.1% | -10.6% | +9.5% | +12.5% |
| 3M | -14.2% | -6.9% | -7.3% | -7.4% |
| 6M | +30.9% | +0.9% | +29.9% | +23.6% |
| YTD | -20.1% | +20.4% | -40.5% | -41.4% |
| 1Y | -8.1% | +17.4% | -25.4% | -30.1% |
| 3Y | -24.3% | +106.3% | -130.5% | -75.1% |
| 5Y | -75.6% | +107.9% | -183.5% | -92.0% |
| All | -81.0% | +148.0% | -229.0% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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