-81.1%
PATH vs VMC
+71.7%
-152.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -1.0% |
| 7D | -5.6% | +1.9% | -7.4% | -6.8% |
| 30D | -0.7% | +14.7% | -15.4% | -9.9% |
| 3M | -5.9% | -0.3% | -5.6% | -6.4% |
| 6M | +21.6% | -1.7% | +23.3% | +20.5% |
| YTD | -20.6% | +0.7% | -21.3% | -25.0% |
| 1Y | -10.6% | +0.9% | -11.5% | -15.9% |
| 3Y | -24.9% | +40.5% | -65.4% | -49.3% |
| 5Y | -76.8% | +51.5% | -128.4% | -86.2% |
| All | -81.1% | +71.7% | -152.8% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling