-78.0%
PATH vs VXX
-97.4%
+19.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.6% | -17.2% | -16.5% |
| 7D | -16.3% | -3.5% | -12.8% | -17.1% |
| 30D | +9.9% | -13.6% | +23.5% | +5.5% |
| 3M | +30.2% | -24.6% | +54.8% | +20.8% |
| 6M | +37.2% | -39.9% | +77.1% | +20.5% |
| YTD | -7.3% | -33.1% | +25.7% | -15.1% |
| 1Y | +40.0% | -49.9% | +89.9% | +19.9% |
| 3Y | -4.4% | -79.1% | +74.7% | -23.3% |
| 5Y | -76.0% | -95.6% | +19.5% | -86.6% |
| All | -78.0% | -97.4% | +19.4% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling