-81.4%
PATH vs VTRS
+100.1%
-181.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.7% |
| 7D | -2.3% | +10.2% | -12.5% | -5.5% |
| 30D | -4.8% | +18.2% | -23.0% | -10.3% |
| 3M | -17.7% | +29.0% | -46.7% | -24.9% |
| 6M | +18.9% | +23.2% | -4.3% | +9.7% |
| YTD | -21.7% | +71.4% | -93.1% | -37.1% |
| 1Y | -9.6% | +112.3% | -121.9% | -33.6% |
| 3Y | -25.8% | +157.1% | -182.9% | -51.8% |
| 5Y | -77.1% | +77.0% | -154.1% | -84.5% |
| All | -81.4% | +100.1% | -181.5% | -86.5% |
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