-81.0%
PATH vs XLRE
+27.2%
-108.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.7% | -1.2% | -1.6% | -1.6% |
| 30D | -1.4% | +6.4% | -7.7% | -7.3% |
| 3M | -16.4% | +2.0% | -18.4% | -18.2% |
| 6M | +23.3% | +1.8% | +21.5% | +20.2% |
| YTD | -19.8% | +13.2% | -33.0% | -31.3% |
| 1Y | -8.6% | +10.7% | -19.3% | -19.7% |
| 3Y | -24.0% | +43.7% | -67.7% | -51.9% |
| 5Y | -77.1% | +9.7% | -86.9% | -80.5% |
| All | -81.0% | +27.2% | -108.1% | -83.6% |
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