+37.2%
PATH vs ETN
+15.7%
+21.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.5% | -20.1% | -15.5% |
| 7D | -16.3% | +2.0% | -18.3% | -15.5% |
| 30D | +9.9% | -7.9% | +17.8% | +7.8% |
| 3M | +30.2% | -1.6% | +31.8% | +30.3% |
| 6M | +37.2% | +16.9% | +20.3% | +52.6% |
| All | +37.2% | +15.7% | +21.5% | +52.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling