-78.0%
PATH vs VO
+57.0%
-134.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.4% | -16.2% |
| 7D | -16.3% | -0.3% | -16.0% | -15.8% |
| 30D | +9.9% | -0.3% | +10.3% | +10.8% |
| 3M | +30.2% | +2.9% | +27.2% | +23.4% |
| 6M | +37.2% | +9.3% | +27.9% | +14.7% |
| YTD | -7.3% | +14.2% | -21.5% | -28.9% |
| 1Y | +40.0% | +15.3% | +24.7% | +6.3% |
| 3Y | -4.4% | +56.2% | -60.7% | -59.6% |
| 5Y | -76.0% | +42.4% | -118.5% | -87.0% |
| All | -78.0% | +57.0% | -134.9% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling