+714.8%
VRT vs PATH
-80.1%
+794.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.7% | -10.3% | -13.1% |
| 7D | -28.1% | -5.6% | -22.5% | -27.1% |
| 30D | -30.2% | -0.7% | -29.5% | -30.2% |
| 3M | -36.4% | -5.9% | -30.5% | -36.7% |
| 6M | -48.2% | +21.6% | -69.7% | -52.9% |
| YTD | +9.2% | -20.6% | +29.8% | +9.5% |
| 1Y | -7.2% | -10.6% | +3.4% | -11.6% |
| 3Y | +338.7% | -24.9% | +363.6% | +307.4% |
| 5Y | +542.8% | -76.8% | +619.7% | +596.9% |
| All | +714.8% | -80.1% | +794.9% | +788.5% |
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