+7.6%
PATH vs BOXX
+19.3%
-11.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.7% |
| 7D | -5.3% | +0.2% | -5.5% | -6.2% |
| 30D | -0.5% | +0.4% | -1.0% | -2.9% |
| 3M | -7.1% | +1.1% | -8.3% | -13.6% |
| 6M | +23.8% | +2.1% | +21.7% | +7.1% |
| YTD | -20.7% | +3.4% | -24.1% | -36.5% |
| 1Y | -8.1% | +4.2% | -12.2% | -29.6% |
| 3Y | -21.8% | +14.5% | -36.3% | -57.5% |
| All | +7.6% | +19.3% | -11.7% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling