-81.1%
PATH vs ETN
+157.6%
-238.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.4% | +3.7% | -0.7% |
| 7D | -5.6% | -16.9% | +11.4% | +1.1% |
| 30D | -0.7% | -26.5% | +25.8% | +11.9% |
| 3M | -5.9% | -26.7% | +20.8% | +5.0% |
| 6M | +21.6% | -20.0% | +41.6% | +25.8% |
| YTD | -20.6% | +3.5% | -24.2% | -32.8% |
| 1Y | -10.6% | -14.4% | +3.9% | -13.9% |
| 3Y | -24.9% | +57.4% | -82.3% | -56.8% |
| 5Y | -76.8% | +106.3% | -183.1% | -90.5% |
| All | -81.1% | +157.6% | -238.8% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling