-75.7%
PATH vs VIVK
-100.0%
+24.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -12.3% | -4.3% | -16.2% |
| 7D | -16.3% | -1.4% | -14.9% | -16.3% |
| 30D | +9.9% | -43.6% | +53.5% | +11.7% |
| 3M | +30.2% | -95.1% | +125.3% | +39.9% |
| 6M | +37.2% | -98.2% | +135.4% | +49.4% |
| YTD | -7.3% | -97.9% | +90.6% | -0.9% |
| 1Y | +40.0% | -100.0% | +140.0% | +66.4% |
| 3Y | -4.4% | -100.0% | +95.6% | +8.9% |
| All | -75.7% | -100.0% | +24.3% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling