-81.2%
PATH vs VTR
+91.6%
-172.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.3% | +4.7% | -10.0% | -6.9% |
| 30D | -0.5% | +10.9% | -11.4% | -4.5% |
| 3M | -7.1% | -3.2% | -3.9% | -6.2% |
| 6M | +23.8% | +3.7% | +20.1% | +20.9% |
| YTD | -20.7% | +16.8% | -37.5% | -27.2% |
| 1Y | -8.1% | +21.3% | -29.4% | -17.2% |
| 3Y | -21.8% | +119.0% | -140.9% | -50.3% |
| 5Y | -76.8% | +94.0% | -170.8% | -84.8% |
| All | -81.2% | +91.6% | -172.8% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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