-81.2%
PATH vs XLRE
+27.3%
-108.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -1.6% |
| 7D | -2.7% | +2.3% | -5.0% | -4.8% |
| 30D | -3.7% | +7.3% | -11.0% | -10.3% |
| 3M | -13.8% | +0.1% | -13.8% | -14.0% |
| 6M | +20.3% | +2.3% | +18.0% | +16.7% |
| YTD | -20.8% | +13.3% | -34.1% | -32.2% |
| 1Y | -9.2% | +12.0% | -21.2% | -21.3% |
| 3Y | -21.8% | +45.5% | -67.2% | -51.1% |
| 5Y | -77.4% | +9.3% | -86.8% | -80.7% |
| All | -81.2% | +27.3% | -108.5% | -83.8% |
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