+117.2%
V vs PATH
-75.2%
+192.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +3.5% |
| 7D | +9.0% | -4.8% | +13.8% | +9.5% |
| 30D | +18.1% | +2.7% | +15.4% | +17.7% |
| 3M | +18.3% | -4.2% | +22.5% | +18.2% |
| 6M | +34.1% | +24.7% | +9.3% | +29.6% |
| YTD | +25.2% | -17.6% | +42.8% | +25.9% |
| 1Y | +29.3% | -5.3% | +34.6% | +27.2% |
| 3Y | +83.4% | -22.0% | +105.3% | +76.1% |
| 5Y | +117.2% | -76.5% | +193.7% | +120.9% |
| All | +117.2% | -75.2% | +192.4% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling