-9.6%
PATH vs VXX
-43.4%
+33.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -2.3% | +0.3% | -2.5% | -1.4% |
| 30D | -4.8% | +11.4% | -16.2% | -2.5% |
| 3M | -17.7% | -6.3% | -11.4% | -17.2% |
| 6M | +18.9% | -32.5% | +51.4% | +15.2% |
| YTD | -21.7% | -28.5% | +6.8% | -19.9% |
| 1Y | -9.6% | -42.4% | +32.7% | -14.6% |
| All | -9.6% | -43.4% | +33.7% | -14.6% |
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