-75.6%
PATH vs UVXY
-99.6%
+24.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | +0.6% |
| 7D | +0.7% | -26.5% | +27.2% | -5.2% |
| 30D | -1.1% | +8.8% | -10.0% | +3.9% |
| 3M | -14.2% | -14.7% | +0.5% | -14.1% |
| 6M | +30.9% | -51.5% | +82.3% | +16.9% |
| YTD | -20.1% | -51.7% | +31.6% | -25.8% |
| 1Y | -8.1% | -65.7% | +57.6% | -20.5% |
| 3Y | -24.3% | -94.4% | +70.1% | -42.6% |
| 5Y | -75.6% | -99.5% | +23.9% | -88.1% |
| All | -75.6% | -99.6% | +24.0% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling