-81.4%
PATH vs VYM
+86.9%
-168.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.8% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | -4.8% | +3.0% | -7.8% | -9.1% |
| 3M | -17.7% | -1.0% | -16.7% | -16.5% |
| 6M | +18.9% | +6.4% | +12.5% | +7.9% |
| YTD | -21.7% | +15.9% | -37.6% | -38.9% |
| 1Y | -9.6% | +18.7% | -28.4% | -32.1% |
| 3Y | -25.8% | +72.8% | -98.6% | -69.9% |
| 5Y | -77.1% | +71.2% | -148.3% | -89.8% |
| All | -81.4% | +86.9% | -168.3% | -91.2% |
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