-8.6%
PATH vs BITO
-32.2%
+23.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -2.7% | -2.4% | -0.3% | -2.1% |
| 30D | -3.7% | -9.5% | +5.8% | -1.6% |
| 3M | -13.8% | +13.5% | -27.2% | -15.1% |
| 6M | +20.3% | -8.6% | +28.9% | +21.2% |
| YTD | -20.8% | -17.2% | -3.6% | -20.9% |
| All | -8.6% | -32.2% | +23.6% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling