-80.4%
PATH vs VST
+650.8%
-731.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -13.8% | +16.7% | +5.7% |
| 7D | -4.8% | -15.7% | +10.9% | -1.7% |
| 30D | +2.7% | -17.0% | +19.6% | +5.7% |
| 3M | -4.2% | -15.9% | +11.7% | -2.1% |
| 6M | +24.7% | -25.0% | +49.7% | +29.1% |
| YTD | -17.6% | -25.1% | +7.5% | -16.1% |
| 1Y | -5.3% | -34.9% | +29.5% | -0.1% |
| 3Y | -22.0% | +252.7% | -274.7% | -59.9% |
| 5Y | -76.5% | +582.3% | -658.8% | -90.2% |
| All | -80.4% | +650.8% | -731.2% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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