-77.0%
PATH vs VMC
+42.5%
-119.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | -5.3% | +0.5% | -5.8% | -5.8% |
| 30D | -0.5% | +15.8% | -16.3% | -10.8% |
| 3M | -7.1% | +0.6% | -7.7% | -8.2% |
| 6M | +23.8% | -4.0% | +27.8% | +24.9% |
| YTD | -20.7% | -0.3% | -20.4% | -24.9% |
| 1Y | -8.1% | -0.5% | -7.5% | -13.0% |
| 3Y | -21.8% | +39.6% | -61.4% | -49.6% |
| All | -77.0% | +42.5% | -119.5% | -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