-81.0%
PATH vs UVXY
-99.9%
+18.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.1% | +11.5% | +0.6% |
| 7D | -2.7% | +2.3% | -5.1% | -0.2% |
| 30D | -1.4% | +4.0% | -5.4% | +2.5% |
| 3M | -16.4% | -21.6% | +5.2% | -17.8% |
| 6M | +23.3% | -55.1% | +78.3% | +9.2% |
| YTD | -19.8% | -53.7% | +33.9% | -25.8% |
| 1Y | -8.6% | -66.7% | +58.2% | -20.5% |
| 3Y | -24.0% | -94.6% | +70.6% | -40.8% |
| 5Y | -77.1% | -99.6% | +22.5% | -87.4% |
| All | -81.0% | -99.9% | +18.9% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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