-76.8%
PATH vs VO
+33.1%
-110.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | +2.9% |
| 7D | -5.6% | -3.3% | -2.2% | +0.6% |
| 30D | -0.7% | -1.8% | +1.2% | +2.8% |
| 3M | -5.9% | -3.4% | -2.5% | +0.5% |
| 6M | +21.6% | +3.0% | +18.6% | +14.5% |
| YTD | -20.6% | +10.7% | -31.3% | -35.8% |
| 1Y | -10.6% | +11.8% | -22.4% | -29.0% |
| 3Y | -24.9% | +60.4% | -85.3% | -71.0% |
| 5Y | -76.8% | +33.6% | -110.4% | -86.6% |
| All | -76.8% | +33.1% | -110.0% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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