-79.3%
PATH vs VSXY
+96.5%
-175.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -5.3% | +11.8% | -17.1% | -7.6% |
| 30D | -0.5% | +25.9% | -26.5% | -5.5% |
| 3M | -7.1% | +15.5% | -22.7% | -10.9% |
| 6M | +23.8% | +109.7% | -85.9% | -0.6% |
| YTD | -20.7% | +99.5% | -120.1% | -36.6% |
| 1Y | -8.1% | +197.5% | -205.6% | -35.2% |
| 3Y | -21.8% | +453.3% | -475.1% | -60.3% |
| 5Y | -76.8% | +110.3% | -187.1% | -83.7% |
| All | -79.3% | +96.5% | -175.8% | -85.7% |
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