-77.4%
PATH vs VIG
+63.4%
-140.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -4.7% |
| 7D | -2.7% | +0.4% | -3.1% | -3.7% |
| 30D | -3.7% | +4.3% | -8.0% | -11.3% |
| 3M | -13.8% | +2.0% | -15.8% | -17.1% |
| 6M | +20.3% | +10.2% | +10.1% | -0.2% |
| YTD | -20.8% | +14.8% | -35.6% | -40.0% |
| 1Y | -9.2% | +17.5% | -26.7% | -34.4% |
| 3Y | -21.8% | +67.4% | -89.2% | -72.6% |
| 5Y | -77.4% | +63.4% | -140.8% | -91.6% |
| All | -77.4% | +63.4% | -140.8% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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