+6.2%
PATH vs BOXX
+19.3%
-13.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.9% |
| 30D | -4.8% | +0.4% | -5.2% | -6.7% |
| 3M | -17.7% | +1.0% | -18.7% | -23.0% |
| 6M | +18.9% | +2.0% | +16.9% | +3.4% |
| YTD | -21.7% | +3.4% | -25.1% | -37.2% |
| 1Y | -9.6% | +4.1% | -13.7% | -30.4% |
| 3Y | -25.8% | +14.3% | -40.2% | -59.8% |
| All | +6.2% | +19.3% | -13.1% | -20.3% |
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