-5.8%
PATH vs VXX
-43.9%
+38.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.6% |
| 7D | +2.1% | -14.7% | +16.7% | +0.2% |
| 30D | +1.6% | +8.9% | -7.3% | +3.9% |
| 3M | -20.4% | -4.5% | -15.9% | -19.7% |
| 6M | +40.1% | -34.0% | +74.1% | +35.4% |
| YTD | -19.0% | -29.2% | +10.2% | -17.0% |
| 1Y | -5.8% | -46.8% | +41.0% | -13.6% |
| All | -5.8% | -43.9% | +38.0% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling