-80.4%
PATH vs VIG
+84.0%
-164.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | -0.9% |
| 7D | -4.8% | +2.7% | -7.5% | -9.4% |
| 30D | +2.7% | +7.0% | -4.3% | -9.2% |
| 3M | -4.2% | +4.0% | -8.2% | -10.6% |
| 6M | +24.7% | +12.3% | +12.5% | +1.2% |
| YTD | -17.6% | +16.4% | -33.9% | -37.9% |
| 1Y | -5.3% | +19.2% | -24.6% | -31.9% |
| 3Y | -22.0% | +68.8% | -90.8% | -70.8% |
| 5Y | -76.5% | +66.5% | -143.1% | -91.0% |
| All | -80.4% | +84.0% | -164.4% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling