+1,193.0%
VRT vs PATH
-76.8%
+1,269.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -16.6% | +21.0% | +8.6% |
| 7D | +9.1% | -16.3% | +25.4% | +13.5% |
| 30D | +0.9% | +9.9% | -9.0% | -2.8% |
| 3M | -13.4% | +30.2% | -43.5% | -21.2% |
| 6M | +11.7% | +37.2% | -25.5% | -2.5% |
| YTD | +73.2% | -7.3% | +80.6% | +68.2% |
| 1Y | +123.4% | +40.0% | +83.4% | +83.5% |
| 3Y | +606.2% | -4.4% | +610.6% | +514.9% |
| 5Y | +899.9% | -76.0% | +975.9% | +955.3% |
| All | +1,193.0% | -76.8% | +1,269.8% | +1,264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling