-81.2%
PATH vs VTEB
+4.3%
-85.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.4% |
| 7D | -2.7% | +1.1% | -3.8% | -5.5% |
| 30D | -3.7% | +4.5% | -8.2% | -14.0% |
| 3M | -13.8% | -0.2% | -13.6% | -13.3% |
| 6M | +20.3% | -0.2% | +20.5% | +21.4% |
| YTD | -20.8% | +0.8% | -21.7% | -22.2% |
| 1Y | -9.2% | +1.3% | -10.5% | -11.8% |
| 3Y | -21.8% | +12.2% | -33.9% | -44.3% |
| 5Y | -77.4% | +3.8% | -81.2% | -84.4% |
| All | -81.2% | +4.3% | -85.5% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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