-21.8%
PATH vs VIVK
-100.0%
+78.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +34.1% | -34.2% | -0.8% |
| 7D | -5.3% | -42.9% | +37.6% | -4.5% |
| 30D | -0.5% | -88.6% | +88.1% | +3.2% |
| 3M | -7.1% | -97.7% | +90.5% | -0.5% |
| 6M | +23.8% | -99.9% | +123.7% | +40.9% |
| YTD | -20.7% | -99.9% | +79.2% | -10.5% |
| 1Y | -8.1% | -100.0% | +91.9% | +9.3% |
| 3Y | -21.8% | -100.0% | +78.2% | -10.4% |
| All | -21.8% | -100.0% | +78.2% | -10.4% |
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