0.0%
VRT vs PATH
-10.2%
+10.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | -21.4% | -5.3% | -16.0% | -21.9% |
| 30D | -25.8% | -0.5% | -25.3% | -25.8% |
| 3M | -33.5% | -7.1% | -26.4% | -33.7% |
| 6M | -49.0% | +23.8% | -72.8% | -46.3% |
| YTD | +12.9% | -20.7% | +33.6% | +22.5% |
| 1Y | 0.0% | -8.1% | +8.1% | +6.0% |
| All | 0.0% | -10.2% | +10.2% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling