-23.9%
PATH vs BITO
+60.4%
-84.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.9% |
| 7D | +0.7% | -6.3% | +7.0% | +2.5% |
| 30D | -1.1% | -14.6% | +13.5% | +3.2% |
| 3M | -14.2% | +11.4% | -25.6% | -16.6% |
| 6M | +30.9% | -13.3% | +44.2% | +35.5% |
| YTD | -20.1% | -20.9% | +0.9% | -16.2% |
| 1Y | -8.1% | -32.1% | +24.0% | +0.6% |
| All | -23.9% | +60.4% | -84.3% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling