-78.0%
PATH vs VTR
+93.7%
-171.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.6% | -15.9% |
| 7D | -16.3% | -1.7% | -14.6% | -15.7% |
| 30D | +9.9% | -2.4% | +12.4% | +10.9% |
| 3M | +30.2% | +14.8% | +15.4% | +22.9% |
| 6M | +37.2% | +5.3% | +31.9% | +33.0% |
| YTD | -7.3% | +18.1% | -25.4% | -15.1% |
| 1Y | +40.0% | +36.7% | +3.3% | +18.9% |
| 3Y | -4.4% | +130.1% | -134.5% | -40.7% |
| 5Y | -76.0% | +89.5% | -165.5% | -84.2% |
| All | -78.0% | +93.7% | -171.7% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling