-21.8%
PATH vs XME
+84.7%
-106.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.4% | -1.6% |
| 7D | -5.3% | -4.5% | -0.8% | -3.4% |
| 30D | -0.5% | -10.9% | +10.3% | +4.5% |
| 3M | -7.1% | -15.3% | +8.1% | -0.6% |
| 6M | +23.8% | -24.6% | +48.4% | +39.0% |
| YTD | -20.7% | -9.6% | -11.1% | -22.3% |
| 1Y | -8.1% | +2.9% | -11.0% | -18.0% |
| 3Y | -21.8% | +86.9% | -108.7% | -62.4% |
| All | -21.8% | +84.7% | -106.5% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling