-79.7%
PATH vs BTDR
-35.9%
-43.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.9% |
| 7D | -2.3% | -7.4% | +5.1% | -1.9% |
| 30D | -4.8% | -33.4% | +28.6% | -1.5% |
| 3M | -17.7% | -26.3% | +8.6% | -16.4% |
| 6M | +18.9% | -52.4% | +71.3% | +24.0% |
| YTD | -21.7% | -42.8% | +21.1% | -21.6% |
| 1Y | -9.6% | -63.7% | +54.0% | -5.4% |
| 3Y | -25.8% | +61.5% | -87.3% | -36.1% |
| 5Y | -77.1% | -35.6% | -41.5% | -80.5% |
| All | -79.7% | -35.9% | -43.8% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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