-21.8%
PATH vs VXX
-73.8%
+51.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.3% |
| 7D | -5.3% | +14.3% | -19.6% | -1.3% |
| 30D | -0.5% | +29.9% | -30.4% | +7.3% |
| 3M | -7.1% | +8.5% | -15.6% | -3.9% |
| 6M | +23.8% | -21.8% | +45.6% | +18.9% |
| YTD | -20.7% | -17.1% | -3.6% | -21.0% |
| 1Y | -8.1% | -37.3% | +29.2% | -14.5% |
| 3Y | -21.8% | -73.2% | +51.4% | -27.7% |
| All | -21.8% | -73.8% | +51.9% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling