-79.3%
PATH vs VSXY
+93.3%
-172.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.3% | -3.2% |
| 7D | -5.6% | +7.2% | -12.8% | -7.0% |
| 30D | -0.7% | +24.9% | -25.6% | -5.4% |
| 3M | -5.9% | +18.3% | -24.2% | -10.1% |
| 6M | +21.6% | +109.4% | -87.8% | -2.4% |
| YTD | -20.6% | +96.3% | -116.9% | -36.4% |
| 1Y | -10.6% | +184.0% | -194.6% | -36.2% |
| 3Y | -24.9% | +443.0% | -467.8% | -61.7% |
| 5Y | -76.8% | +106.9% | -183.7% | -83.6% |
| All | -79.3% | +93.3% | -172.6% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling