-8.1%
PATH vs ETN
-10.3%
+2.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | +0.8% |
| 7D | -5.3% | -7.6% | +2.3% | -6.7% |
| 30D | -0.5% | -20.8% | +20.2% | -5.0% |
| 3M | -7.1% | -23.6% | +16.4% | -11.1% |
| 6M | +23.8% | -18.5% | +42.3% | +20.7% |
| YTD | -20.7% | +8.2% | -28.9% | -27.1% |
| 1Y | -8.1% | -8.7% | +0.6% | -2.9% |
| All | -8.1% | -10.3% | +2.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling