-21.8%
PATH vs BITO
+78.1%
-99.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -5.3% | -1.5% | -3.9% | -4.9% |
| 30D | -0.5% | -9.5% | +9.0% | +2.2% |
| 3M | -7.1% | +16.0% | -23.1% | -10.8% |
| 6M | +23.8% | -9.1% | +32.9% | +26.5% |
| YTD | -20.7% | -16.3% | -4.4% | -18.2% |
| 1Y | -8.1% | -27.7% | +19.7% | -1.1% |
| 3Y | -21.8% | +78.3% | -100.1% | -35.9% |
| All | -21.8% | +78.1% | -99.9% | -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