-81.1%
PATH vs VSH
-3.1%
-78.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.8% | +11.1% | +0.9% |
| 7D | -5.6% | -25.2% | +19.6% | +2.6% |
| 30D | -0.7% | -41.8% | +41.1% | +16.1% |
| 3M | -5.9% | -33.4% | +27.6% | +3.7% |
| 6M | +21.6% | -31.0% | +52.6% | +17.4% |
| YTD | -20.6% | +53.6% | -74.2% | -51.9% |
| 1Y | -10.6% | +46.3% | -56.9% | -44.4% |
| 3Y | -24.9% | -1.0% | -23.9% | -42.8% |
| 5Y | -76.8% | +18.6% | -95.5% | -85.5% |
| All | -81.1% | -3.1% | -78.1% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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