-80.3%
PATH vs VXX
-97.3%
+16.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.9% | -2.6% |
| 7D | -24.6% | +1.6% | -26.1% | -24.1% |
| 30D | -13.0% | -9.5% | -3.5% | -15.3% |
| 3M | +26.2% | -27.3% | +53.5% | +15.7% |
| 6M | +13.4% | -43.3% | +56.7% | -2.4% |
| YTD | -17.2% | -30.9% | +13.7% | -23.4% |
| 1Y | +14.0% | -47.2% | +61.2% | -0.7% |
| 3Y | -26.6% | -78.5% | +51.9% | -40.6% |
| 5Y | -75.1% | -95.6% | +20.6% | -85.9% |
| All | -80.3% | -97.3% | +16.9% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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