-81.0%
PATH vs VICR
+105.4%
-186.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | +1.7% |
| 7D | -2.7% | +5.7% | -8.4% | -4.1% |
| 30D | -1.4% | -35.2% | +33.8% | +5.2% |
| 3M | -16.4% | -20.3% | +3.9% | -16.1% |
| 6M | +23.3% | -46.3% | +69.6% | +29.0% |
| YTD | -19.8% | +53.4% | -73.2% | -39.6% |
| 1Y | -8.6% | +81.6% | -90.1% | -34.3% |
| 3Y | -24.0% | +360.5% | -384.6% | -63.3% |
| 5Y | -77.1% | +4.4% | -81.5% | -84.3% |
| All | -81.0% | +105.4% | -186.3% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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