+8.4%
PATH vs BOXX
+19.3%
-10.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.1% |
| 30D | -1.1% | +0.4% | -1.5% | -3.3% |
| 3M | -14.2% | +1.0% | -15.2% | -19.5% |
| 6M | +30.9% | +2.0% | +28.9% | +13.8% |
| YTD | -20.1% | +3.4% | -23.5% | -36.0% |
| 1Y | -8.1% | +4.1% | -12.2% | -29.3% |
| 3Y | -24.3% | +14.4% | -38.6% | -59.0% |
| All | +8.4% | +19.3% | -10.9% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling