-74.9%
PATH vs BITO
-10.7%
-64.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -5.3% | -1.5% | -3.9% | -4.8% |
| 30D | -0.5% | -9.5% | +9.0% | +3.0% |
| 3M | -7.1% | +16.2% | -23.3% | -12.1% |
| 6M | +23.8% | -9.0% | +32.8% | +27.1% |
| YTD | -20.7% | -16.2% | -4.5% | -17.7% |
| 1Y | -8.1% | -27.6% | +19.6% | +0.5% |
| 3Y | -21.8% | +78.6% | -100.4% | -45.2% |
| 5Y | -76.8% | -4.0% | -72.8% | -83.2% |
| All | -74.9% | -10.7% | -64.1% | -81.7% |
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