-74.9%
PATH vs BITO
-11.9%
-63.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -2.7% | -2.4% | -0.3% | -1.9% |
| 30D | -3.7% | -9.5% | +5.8% | -0.3% |
| 3M | -13.8% | +13.5% | -27.2% | -17.7% |
| 6M | +20.3% | -8.6% | +28.9% | +23.3% |
| YTD | -20.8% | -17.2% | -3.6% | -17.4% |
| 1Y | -9.2% | -30.5% | +21.3% | +0.7% |
| 3Y | -21.8% | +69.2% | -91.0% | -43.9% |
| 5Y | -77.4% | -14.1% | -63.3% | -83.5% |
| All | -74.9% | -11.9% | -63.0% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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