-76.8%
PATH vs VIG
+60.3%
-137.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | +2.6% |
| 7D | -5.6% | -2.0% | -3.6% | -2.1% |
| 30D | -0.7% | +2.7% | -3.4% | -5.8% |
| 3M | -5.9% | +0.3% | -6.2% | -6.5% |
| 6M | +21.6% | +7.6% | +14.0% | +5.5% |
| YTD | -20.6% | +12.5% | -33.1% | -37.4% |
| 1Y | -10.6% | +14.8% | -25.4% | -32.4% |
| 3Y | -24.9% | +63.2% | -88.1% | -72.3% |
| 5Y | -76.8% | +60.2% | -137.0% | -91.0% |
| All | -76.8% | +60.3% | -137.2% | -91.0% |
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