-80.8%
PATH vs VTRS
+99.8%
-180.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +2.1% | +4.6% | -2.5% | +0.5% |
| 30D | +1.6% | +19.4% | -17.8% | -4.5% |
| 3M | -20.4% | +30.8% | -51.2% | -27.7% |
| 6M | +40.1% | +21.6% | +18.5% | +30.0% |
| YTD | -19.0% | +71.2% | -90.2% | -35.0% |
| 1Y | -5.8% | +97.6% | -103.4% | -28.6% |
| 3Y | -22.9% | +163.9% | -186.8% | -50.4% |
| 5Y | -75.3% | +82.1% | -157.4% | -83.4% |
| All | -80.8% | +99.8% | -180.5% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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