-75.6%
PATH vs VYM
+72.5%
-148.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +0.7% | +3.3% | -2.6% | -4.6% |
| 30D | -1.1% | +3.8% | -4.9% | -7.0% |
| 3M | -14.2% | -0.4% | -13.8% | -13.7% |
| 6M | +30.9% | +7.1% | +23.8% | +16.6% |
| YTD | -20.1% | +17.1% | -37.2% | -39.8% |
| 1Y | -8.1% | +18.4% | -26.5% | -32.1% |
| 3Y | -24.3% | +74.5% | -98.8% | -72.6% |
| 5Y | -75.6% | +72.5% | -148.1% | -90.0% |
| All | -75.6% | +72.5% | -148.1% | -90.0% |
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 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