-81.2%
PATH vs VYM
+86.1%
-167.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -3.6% |
| 7D | -2.7% | -0.7% | -2.0% | -1.8% |
| 30D | -3.7% | +2.5% | -6.2% | -7.4% |
| 3M | -13.8% | -1.2% | -12.5% | -12.2% |
| 6M | +20.3% | +5.9% | +14.4% | +9.9% |
| YTD | -20.8% | +15.4% | -36.2% | -37.7% |
| 1Y | -9.2% | +18.8% | -28.1% | -32.0% |
| 3Y | -21.8% | +73.8% | -95.6% | -68.6% |
| 5Y | -77.4% | +70.5% | -147.9% | -89.9% |
| All | -81.2% | +86.1% | -167.3% | -91.0% |
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