+619.5%
VRT vs PATH
-3.6%
+623.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -16.6% | +21.0% | +7.5% |
| 7D | +9.1% | -16.3% | +25.4% | +12.3% |
| 30D | +0.9% | +9.9% | -9.0% | -1.9% |
| 3M | -13.4% | +30.2% | -43.5% | -19.3% |
| 6M | +11.7% | +37.2% | -25.5% | +0.6% |
| YTD | +73.2% | -7.3% | +80.6% | +73.1% |
| 1Y | +123.4% | +40.0% | +83.4% | +86.5% |
| All | +619.5% | -3.6% | +623.1% | +512.4% |
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