+77.6%
V vs PATH
-24.3%
+101.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.9% |
| 7D | +2.9% | -5.6% | +8.5% | +3.3% |
| 30D | +14.0% | -0.7% | +14.7% | +14.0% |
| 3M | +14.9% | -5.9% | +20.7% | +15.0% |
| 6M | +31.7% | +21.6% | +10.2% | +29.2% |
| YTD | +21.2% | -20.6% | +41.8% | +21.8% |
| 1Y | +25.3% | -10.6% | +35.9% | +24.4% |
| All | +77.6% | -24.3% | +101.9% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling