-75.2%
PATH vs XBI
+19.4%
-94.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +2.1% | -1.1% | +3.2% | +2.9% |
| 30D | +1.6% | +2.6% | -1.0% | -1.2% |
| 3M | -20.4% | -4.0% | -16.4% | -18.7% |
| 6M | +40.1% | +10.9% | +29.2% | +22.9% |
| YTD | -19.0% | +23.6% | -42.6% | -37.2% |
| 1Y | -5.8% | +35.1% | -40.9% | -33.0% |
| 3Y | -22.9% | +125.2% | -148.1% | -68.9% |
| All | -75.2% | +19.4% | -94.6% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 5y: compounded portfolio wealth divided by compounded XBI 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…
5y analysis · Full analysis span regression · 6 months rolling