+93.5%
V vs PATH
-80.2%
+173.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.2% | -5.3% | +7.5% | +2.8% |
| 30D | +13.6% | -0.5% | +14.1% | +13.6% |
| 3M | +14.3% | -7.1% | +21.4% | +14.6% |
| 6M | +33.1% | +23.8% | +9.3% | +29.0% |
| YTD | +21.2% | -20.7% | +41.9% | +22.3% |
| 1Y | +26.4% | -8.1% | +34.5% | +24.9% |
| 3Y | +77.6% | -21.8% | +99.4% | +71.0% |
| 5Y | +102.6% | -76.8% | +179.4% | +102.1% |
| All | +93.5% | -80.2% | +173.7% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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