+37.2%
PATH vs VMC
-11.2%
+48.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.9% | -17.6% | -16.5% |
| 7D | -16.3% | -4.3% | -12.0% | -16.7% |
| 30D | +9.9% | -8.2% | +18.2% | +8.7% |
| 3M | +30.2% | -7.0% | +37.2% | +29.7% |
| 6M | +37.2% | -10.8% | +48.0% | +33.0% |
| All | +37.2% | -11.2% | +48.4% | +33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling