-76.5%
PATH vs QLD
+90.1%
-166.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +1.6% |
| 7D | -4.8% | -9.4% | +4.6% | +1.8% |
| 30D | +2.7% | -17.1% | +19.7% | +16.5% |
| 3M | -4.2% | -10.4% | +6.2% | +2.6% |
| 6M | +24.7% | +0.7% | +24.0% | +17.7% |
| YTD | -17.6% | +17.7% | -35.3% | -32.2% |
| 1Y | -5.3% | +14.7% | -20.0% | -20.9% |
| 3Y | -22.0% | +169.6% | -191.6% | -70.0% |
| 5Y | -76.5% | +86.7% | -163.2% | -89.3% |
| All | -76.5% | +90.1% | -166.7% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling