-77.0%
PATH vs VIVK
-100.0%
+23.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +34.1% | -34.2% | -1.1% |
| 7D | -5.3% | -42.9% | +37.6% | -4.2% |
| 30D | -0.5% | -88.6% | +88.1% | +4.6% |
| 3M | -7.1% | -97.7% | +90.5% | +1.9% |
| 6M | +23.8% | -99.9% | +123.7% | +47.1% |
| YTD | -20.7% | -99.9% | +79.2% | -8.2% |
| 1Y | -8.1% | -100.0% | +91.9% | +14.6% |
| 3Y | -21.8% | -100.0% | +78.2% | -3.6% |
| All | -77.0% | -100.0% | +23.0% | -69.9% |
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