-75.8%
PATH vs VSXY
+37.4%
-113.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.6% | -19.2% | -17.2% |
| 7D | -16.3% | -14.0% | -2.3% | -13.9% |
| 30D | +9.9% | -15.9% | +25.8% | +13.5% |
| 3M | +30.2% | +3.4% | +26.8% | +27.9% |
| 6M | +37.2% | +25.9% | +11.3% | +23.0% |
| YTD | -7.3% | +39.5% | -46.8% | -19.7% |
| 1Y | +40.0% | +194.4% | -154.4% | -3.4% |
| 3Y | -4.4% | +281.4% | -285.8% | -47.8% |
| 5Y | -76.0% | +12.8% | -88.8% | -81.1% |
| All | -75.8% | +37.4% | -113.2% | -81.9% |
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