-76.8%
PATH vs VMC
+51.1%
-127.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -0.9% |
| 7D | -5.6% | +1.9% | -7.4% | -6.9% |
| 30D | -0.7% | +14.7% | -15.4% | -10.3% |
| 3M | -5.9% | -0.3% | -5.6% | -6.4% |
| 6M | +21.6% | -1.7% | +23.3% | +20.4% |
| YTD | -20.6% | +0.7% | -21.3% | -25.3% |
| 1Y | -10.6% | +0.9% | -11.5% | -16.3% |
| 3Y | -24.9% | +40.5% | -65.4% | -51.4% |
| 5Y | -76.8% | +51.5% | -128.4% | -87.0% |
| All | -76.8% | +51.1% | -127.9% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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