+72.2%
V vs PATH
-76.4%
+148.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.6% | +15.7% | +0.8% |
| 7D | -1.7% | -16.3% | +14.6% | 0.0% |
| 30D | +2.0% | +9.9% | -8.0% | +0.6% |
| 3M | +17.4% | +30.2% | -12.8% | +13.4% |
| 6M | +17.5% | +37.2% | -19.7% | +12.2% |
| YTD | +7.6% | -7.3% | +14.9% | +7.0% |
| 1Y | +7.7% | +40.0% | -32.3% | +0.4% |
| 3Y | +54.7% | -4.4% | +59.1% | +44.6% |
| All | +72.2% | -76.4% | +148.6% | +70.9% |
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