-78.0%
PATH vs XBI
+28.6%
-106.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.3% |
| 7D | -16.3% | +0.9% | -17.2% | -16.9% |
| 30D | +9.9% | +7.1% | +2.9% | +2.8% |
| 3M | +30.2% | +22.9% | +7.3% | +6.1% |
| 6M | +37.2% | +29.7% | +7.5% | +4.2% |
| YTD | -7.3% | +34.5% | -41.8% | -32.3% |
| 1Y | +40.0% | +76.1% | -36.1% | -20.6% |
| 3Y | -4.4% | +103.2% | -107.6% | -55.3% |
| 5Y | -76.0% | +22.8% | -98.9% | -82.7% |
| All | -78.0% | +28.6% | -106.6% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling