-78.0%
PATH vs VSH
+39.5%
-117.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.4% | -21.1% | -18.1% |
| 7D | -16.3% | +4.1% | -20.4% | -17.7% |
| 30D | +9.9% | -4.2% | +14.1% | +10.6% |
| 3M | +30.2% | -50.0% | +80.1% | +60.7% |
| 6M | +37.2% | +80.2% | -43.0% | -12.1% |
| YTD | -7.3% | +121.1% | -128.4% | -48.7% |
| 1Y | +40.0% | +112.0% | -72.0% | -21.1% |
| 3Y | -4.4% | +22.5% | -26.9% | -24.9% |
| 5Y | -76.0% | +64.0% | -140.1% | -86.2% |
| All | -78.0% | +39.5% | -117.5% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling