-24.2%
PATH vs VXX
-79.2%
+55.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.5% | -9.3% | -7.4% |
| 7D | -22.8% | -3.0% | -19.7% | -23.3% |
| 30D | -6.9% | -11.5% | +4.6% | -9.6% |
| 3M | +25.4% | -27.3% | +52.8% | +16.3% |
| 6M | +18.1% | -49.6% | +67.7% | +0.6% |
| YTD | -14.5% | -32.0% | +17.5% | -20.2% |
| 1Y | +18.7% | -48.3% | +67.0% | +4.7% |
| 3Y | -24.2% | -78.9% | +54.7% | -39.3% |
| All | -24.2% | -79.2% | +55.0% | -39.3% |
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