-21.8%
PATH vs VSXY
+441.8%
-463.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.4% |
| 7D | -5.6% | +7.2% | -12.8% | -6.3% |
| 30D | -0.7% | +24.9% | -25.6% | -3.1% |
| 3M | -5.9% | +18.3% | -24.2% | -7.9% |
| 6M | +21.6% | +109.4% | -87.8% | +8.5% |
| YTD | -20.6% | +96.3% | -116.9% | -29.2% |
| 1Y | -10.6% | +184.0% | -194.6% | -26.2% |
| All | -21.8% | +441.8% | -463.6% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling