-24.2%
PATH vs BOXX
+14.6%
-38.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | -22.8% | 0.0% | -22.8% | -22.9% |
| 30D | -6.9% | +0.3% | -7.2% | -10.3% |
| 3M | +25.4% | +1.0% | +24.4% | +11.2% |
| 6M | +18.1% | +1.9% | +16.2% | -5.3% |
| YTD | -14.5% | +2.6% | -17.2% | -35.9% |
| 1Y | +18.7% | +4.0% | +14.7% | -24.0% |
| 3Y | -24.2% | +14.6% | -38.8% | -82.3% |
| All | -24.2% | +14.6% | -38.8% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling