-75.6%
PATH vs XLRE
+8.8%
-84.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | -1.1% | +6.0% | -7.2% | -7.2% |
| 3M | -14.2% | +0.5% | -14.7% | -14.7% |
| 6M | +30.9% | +1.2% | +29.6% | +28.1% |
| YTD | -20.1% | +12.6% | -32.7% | -31.7% |
| 1Y | -8.1% | +11.0% | -19.1% | -20.2% |
| 3Y | -24.3% | +43.0% | -67.2% | -53.5% |
| 5Y | -75.6% | +9.1% | -84.7% | -78.4% |
| All | -75.6% | +8.8% | -84.4% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling