-81.0%
PATH vs VRSK
+15.9%
-96.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.5% | +1.9% |
| 7D | -2.7% | +4.1% | -6.8% | -5.3% |
| 30D | -1.4% | +16.1% | -17.4% | -10.2% |
| 3M | -16.4% | +14.1% | -30.5% | -22.9% |
| 6M | +23.3% | +22.9% | +0.4% | +8.9% |
| YTD | -19.8% | -7.2% | -12.6% | -18.0% |
| 1Y | -8.6% | -3.4% | -5.2% | -8.9% |
| 3Y | -24.0% | -11.5% | -12.5% | -27.0% |
| 5Y | -77.1% | +0.2% | -77.3% | -81.8% |
| All | -81.0% | +15.9% | -96.9% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling