+40.0%
PATH vs BOXX
+4.0%
+36.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.7% | -16.7% |
| 7D | -16.3% | +0.1% | -16.4% | -16.4% |
| 30D | +9.9% | +0.4% | +9.5% | +7.4% |
| 3M | +30.2% | +1.0% | +29.1% | +21.4% |
| 6M | +37.2% | +2.0% | +35.2% | +28.8% |
| YTD | -7.3% | +2.6% | -10.0% | +2.8% |
| 1Y | +40.0% | +4.1% | +35.9% | +115.9% |
| All | +40.0% | +4.0% | +36.0% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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