+18.7%
PATH vs ETN
+22.0%
-3.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.7% | -10.5% | -7.6% |
| 7D | -22.8% | +8.0% | -30.8% | -22.4% |
| 30D | -6.9% | -5.9% | -1.0% | -6.8% |
| 3M | +25.4% | +5.0% | +20.5% | +25.9% |
| 6M | +18.1% | +22.4% | -4.3% | +11.9% |
| YTD | -14.5% | +33.6% | -48.2% | -26.8% |
| 1Y | +18.7% | +22.1% | -3.4% | +14.4% |
| All | +18.7% | +22.0% | -3.2% | +14.4% |
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