-81.1%
PATH vs QLD
+126.9%
-208.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -12.7% | +9.0% | +5.2% |
| 7D | -5.6% | -18.6% | +13.0% | +8.0% |
| 30D | -0.7% | -28.3% | +27.6% | +23.8% |
| 3M | -5.9% | -20.4% | +14.5% | +8.6% |
| 6M | +21.6% | -14.3% | +35.9% | +27.9% |
| YTD | -20.6% | +2.8% | -23.4% | -28.5% |
| 1Y | -10.6% | -1.2% | -9.4% | -17.4% |
| 3Y | -24.9% | +135.3% | -160.2% | -67.9% |
| 5Y | -76.8% | +62.6% | -139.4% | -88.0% |
| All | -81.1% | +126.9% | -208.0% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling