-75.2%
PATH vs VSXY
+106.2%
-181.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +2.1% | -1.7% | +3.8% | +2.4% |
| 30D | +1.6% | +20.1% | -18.5% | -2.5% |
| 3M | -20.4% | +16.6% | -37.0% | -23.9% |
| 6M | +40.1% | +134.9% | -94.8% | +8.2% |
| YTD | -19.0% | +96.0% | -115.0% | -35.6% |
| 1Y | -5.8% | +203.8% | -209.6% | -35.1% |
| 3Y | -22.9% | +465.3% | -488.3% | -63.2% |
| All | -75.2% | +106.2% | -181.4% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling