+37.2%
PATH vs VXX
-41.5%
+78.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.6% | -17.2% | -16.6% |
| 7D | -16.3% | -3.5% | -12.8% | -16.4% |
| 30D | +9.9% | -13.6% | +23.5% | +9.6% |
| 3M | +30.2% | -24.6% | +54.8% | +29.4% |
| 6M | +37.2% | -39.9% | +77.1% | +37.5% |
| All | +37.2% | -41.5% | +78.7% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling