-9.0%
PATH vs VLTO
+27.2%
-36.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.0% | -15.7% |
| 7D | -16.3% | -2.3% | -14.0% | -15.0% |
| 30D | +9.9% | -0.9% | +10.8% | +10.6% |
| 3M | +30.2% | +13.8% | +16.3% | +21.2% |
| 6M | +37.2% | +2.0% | +35.2% | +35.8% |
| YTD | -7.3% | -3.2% | -4.1% | -5.9% |
| 1Y | +40.0% | -9.2% | +49.2% | +47.1% |
| All | -9.0% | +27.2% | -36.2% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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