-80.8%
PATH vs XME
+150.6%
-231.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.2% |
| 7D | +2.1% | +0.3% | +1.8% | +1.7% |
| 30D | +1.6% | -6.1% | +7.7% | +4.7% |
| 3M | -20.4% | -18.6% | -1.8% | -11.8% |
| 6M | +40.1% | -23.9% | +64.0% | +58.9% |
| YTD | -19.0% | -9.3% | -9.7% | -19.8% |
| 1Y | -5.8% | +1.8% | -7.6% | -13.7% |
| 3Y | -22.9% | +93.0% | -115.9% | -55.2% |
| 5Y | -75.3% | +107.0% | -182.3% | -85.8% |
| All | -80.8% | +150.6% | -231.4% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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