-77.0%
PATH vs VYM
+66.0%
-143.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | -5.3% | -2.8% | -2.5% | -0.8% |
| 30D | -0.5% | +1.0% | -1.6% | -2.3% |
| 3M | -7.1% | -2.9% | -4.2% | -2.5% |
| 6M | +23.8% | +2.6% | +21.3% | +18.3% |
| YTD | -20.7% | +12.8% | -33.5% | -36.5% |
| 1Y | -8.1% | +16.8% | -24.8% | -30.7% |
| 3Y | -21.8% | +66.9% | -88.7% | -69.5% |
| All | -77.0% | +66.0% | -143.0% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling