-81.1%
PATH vs VIVK
-100.0%
+18.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -23.3% | +19.6% | -3.0% |
| 7D | -5.6% | -75.3% | +69.7% | -2.4% |
| 30D | -0.7% | -92.3% | +91.6% | +5.5% |
| 3M | -5.9% | -98.3% | +92.4% | +4.0% |
| 6M | +21.6% | -99.9% | +121.5% | +45.2% |
| YTD | -20.6% | -99.9% | +79.3% | -7.8% |
| 1Y | -10.6% | -100.0% | +89.4% | +11.9% |
| 3Y | -24.9% | -100.0% | +75.1% | -7.5% |
| 5Y | -76.8% | -100.0% | +23.2% | -70.7% |
| All | -81.1% | -100.0% | +18.9% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling