-81.0%
PATH vs VTRS
+102.1%
-183.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | -2.7% | +9.6% | -12.3% | -5.8% |
| 30D | -1.4% | +20.1% | -21.4% | -7.5% |
| 3M | -16.4% | +30.3% | -46.7% | -23.9% |
| 6M | +23.3% | +26.3% | -3.1% | +12.7% |
| YTD | -19.8% | +73.1% | -93.0% | -35.8% |
| 1Y | -8.6% | +94.7% | -103.3% | -30.2% |
| 3Y | -24.0% | +159.7% | -183.7% | -50.8% |
| 5Y | -77.1% | +79.7% | -156.9% | -84.6% |
| All | -81.0% | +102.1% | -183.0% | -86.3% |
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