-81.0%
PATH vs VYM
+88.7%
-169.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.0% |
| 7D | -2.7% | -0.2% | -2.6% | -2.6% |
| 30D | -1.4% | +3.6% | -5.0% | -6.6% |
| 3M | -16.4% | -0.1% | -16.3% | -16.3% |
| 6M | +23.3% | +7.1% | +16.1% | +10.7% |
| YTD | -19.8% | +17.0% | -36.8% | -38.3% |
| 1Y | -8.6% | +19.0% | -27.5% | -31.5% |
| 3Y | -24.0% | +74.4% | -98.5% | -69.6% |
| 5Y | -77.1% | +72.7% | -149.8% | -90.0% |
| All | -81.0% | +88.7% | -169.6% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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