-78.0%
PATH vs VUG
+101.2%
-179.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -15.9% |
| 7D | -16.3% | -0.1% | -16.2% | -16.1% |
| 30D | +9.9% | -0.3% | +10.2% | +10.9% |
| 3M | +30.2% | -0.7% | +30.8% | +31.4% |
| 6M | +37.2% | +14.6% | +22.6% | +10.0% |
| YTD | -7.3% | +9.0% | -16.3% | -19.6% |
| 1Y | +40.0% | +14.9% | +25.1% | +12.7% |
| 3Y | -4.4% | +86.0% | -90.4% | -66.0% |
| 5Y | -76.0% | +76.7% | -152.7% | -90.4% |
| All | -78.0% | +101.2% | -179.1% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling