-81.2%
PATH vs VLO
+512.8%
-593.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -5.3% | -13.3% | +8.0% | -2.4% |
| 30D | -0.5% | -18.3% | +17.8% | +3.5% |
| 3M | -7.1% | +14.3% | -21.5% | -10.9% |
| 6M | +23.8% | +47.6% | -23.8% | +11.7% |
| YTD | -20.7% | +116.0% | -136.7% | -35.1% |
| 1Y | -8.1% | +101.0% | -109.1% | -23.4% |
| 3Y | -21.8% | +199.0% | -220.8% | -41.0% |
| 5Y | -76.8% | +419.0% | -495.9% | -83.6% |
| All | -81.2% | +512.8% | -593.9% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 10y: compounded portfolio wealth divided by compounded VLO 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…
10y analysis · Full analysis span regression · 6 months rolling