-81.2%
PATH vs VUG
+87.1%
-168.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.4% |
| 7D | -5.3% | -3.4% | -1.9% | -0.6% |
| 30D | -0.5% | -11.1% | +10.6% | +18.1% |
| 3M | -7.1% | -7.2% | +0.1% | +3.6% |
| 6M | +23.8% | -4.1% | +27.9% | +30.6% |
| YTD | -20.7% | +1.4% | -22.1% | -23.8% |
| 1Y | -8.1% | +1.9% | -10.0% | -12.6% |
| 3Y | -21.8% | +77.7% | -99.6% | -70.7% |
| 5Y | -76.8% | +57.6% | -134.4% | -89.3% |
| All | -81.2% | +87.1% | -168.2% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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