-8.6%
PATH vs XLRE
+11.7%
-20.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.7% | -1.2% | -1.6% | -2.8% |
| 30D | -1.4% | +6.4% | -7.7% | -0.7% |
| 3M | -16.4% | +2.0% | -18.4% | -16.5% |
| 6M | +23.3% | +1.8% | +21.5% | +24.2% |
| YTD | -19.8% | +13.2% | -33.0% | -20.2% |
| 1Y | -8.6% | +10.7% | -19.3% | -6.6% |
| All | -8.6% | +11.7% | -20.3% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling