-79.4%
PATH vs BTDR
-39.9%
-39.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.3% | -13.4% | -1.4% |
| 7D | -5.3% | -10.4% | +5.0% | -4.6% |
| 30D | -0.5% | -42.2% | +41.6% | +4.3% |
| 3M | -7.1% | -42.8% | +35.7% | -3.4% |
| 6M | +23.8% | -60.2% | +84.0% | +31.5% |
| YTD | -20.7% | -46.3% | +25.7% | -20.1% |
| 1Y | -8.1% | -71.7% | +63.6% | -1.3% |
| 3Y | -21.8% | +54.6% | -76.5% | -32.3% |
| 5Y | -76.8% | -39.5% | -37.3% | -80.2% |
| All | -79.4% | -39.9% | -39.5% | -82.5% |
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