-79.7%
PATH vs XLRE
+24.2%
-103.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.7% |
| 7D | -22.8% | -0.3% | -22.4% | -22.4% |
| 30D | -6.9% | -2.4% | -4.5% | -4.6% |
| 3M | +25.4% | +0.6% | +24.8% | +24.4% |
| 6M | +18.1% | +3.9% | +14.2% | +11.9% |
| YTD | -14.5% | +10.5% | -25.0% | -24.8% |
| 1Y | +18.7% | +8.4% | +10.3% | +6.5% |
| 3Y | -24.2% | +32.8% | -57.0% | -47.3% |
| 5Y | -75.2% | +7.0% | -82.2% | -78.3% |
| All | -79.7% | +24.2% | -103.9% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling