-70.6%
PATH vs BITO
-5.0%
-65.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.5% | -14.2% | -15.8% |
| 7D | -16.3% | +2.9% | -19.2% | -17.0% |
| 30D | +9.9% | +22.6% | -12.7% | +2.3% |
| 3M | +30.2% | +24.7% | +5.5% | +20.1% |
| 6M | +37.2% | +7.5% | +29.8% | +32.3% |
| YTD | -7.3% | -10.8% | +3.5% | -5.7% |
| 1Y | +40.0% | -29.9% | +69.9% | +55.4% |
| 3Y | -4.4% | +158.9% | -163.3% | -42.9% |
| All | -70.6% | -5.0% | -65.6% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling