-79.6%
PATH vs VSXY
+101.4%
-180.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.6% |
| 7D | -2.3% | +10.2% | -12.5% | -4.3% |
| 30D | -4.8% | +33.6% | -38.5% | -10.7% |
| 3M | -17.7% | +10.8% | -28.5% | -20.3% |
| 6M | +18.9% | +130.5% | -111.6% | -6.6% |
| YTD | -21.7% | +104.4% | -126.2% | -37.8% |
| 1Y | -9.6% | +216.5% | -226.2% | -37.3% |
| 3Y | -25.8% | +465.9% | -491.8% | -62.5% |
| 5Y | -77.1% | +123.1% | -200.2% | -84.0% |
| All | -79.6% | +101.4% | -180.9% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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