-78.0%
PATH vs VST
+830.3%
-908.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.5% | -20.2% | -17.4% |
| 7D | -16.3% | +8.9% | -25.2% | -18.1% |
| 30D | +9.9% | +6.2% | +3.7% | +8.2% |
| 3M | +30.2% | -2.7% | +32.9% | +29.1% |
| 6M | +37.2% | -8.4% | +45.6% | +36.8% |
| YTD | -7.3% | -7.2% | -0.1% | -8.8% |
| 1Y | +40.0% | -20.9% | +60.9% | +43.5% |
| 3Y | -4.4% | +384.0% | -388.4% | -54.5% |
| 5Y | -76.0% | +757.1% | -833.1% | -90.4% |
| All | -78.0% | +830.3% | -908.3% | -91.0% |
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