-21.8%
PATH vs ETN
+64.7%
-86.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.1% |
| 7D | -5.3% | -7.6% | +2.3% | -3.9% |
| 30D | -0.5% | -20.8% | +20.2% | +4.8% |
| 3M | -7.1% | -23.6% | +16.4% | -1.6% |
| 6M | +23.8% | -18.5% | +42.3% | +26.3% |
| YTD | -20.7% | +8.2% | -28.9% | -32.5% |
| 1Y | -8.1% | -8.7% | +0.6% | -13.4% |
| 3Y | -21.8% | +63.3% | -85.1% | -60.8% |
| All | -21.8% | +64.7% | -86.5% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling