-5.8%
PATH vs VLO
+117.8%
-123.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +2.1% | +9.6% | -7.6% | +0.9% |
| 30D | +1.6% | -17.4% | +19.0% | +3.8% |
| 3M | -20.4% | +10.8% | -31.2% | -22.9% |
| 6M | +40.1% | +56.9% | -16.8% | +27.1% |
| YTD | -19.0% | +136.8% | -155.8% | -30.2% |
| 1Y | -5.8% | +120.7% | -126.5% | -16.3% |
| All | -5.8% | +117.8% | -123.6% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling