-25.8%
PATH vs VIVK
-100.0%
+74.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -22.8% | +21.6% | -0.7% |
| 7D | -2.3% | -56.0% | +53.7% | -1.0% |
| 30D | -4.8% | -92.3% | +87.5% | -0.6% |
| 3M | -17.7% | -98.6% | +80.9% | -11.0% |
| 6M | +18.9% | -99.9% | +118.9% | +36.5% |
| YTD | -21.7% | -100.0% | +78.2% | -11.0% |
| 1Y | -9.6% | -100.0% | +90.3% | +8.5% |
| 3Y | -25.8% | -100.0% | +74.2% | -14.4% |
| All | -25.8% | -100.0% | +74.2% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling