-77.0%
PATH vs XME
+110.8%
-187.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.4% | -2.0% |
| 7D | -5.3% | -4.5% | -0.8% | -2.9% |
| 30D | -0.5% | -10.9% | +10.3% | +5.9% |
| 3M | -7.1% | -15.3% | +8.1% | +1.2% |
| 6M | +23.8% | -24.6% | +48.4% | +42.2% |
| YTD | -20.7% | -9.6% | -11.1% | -21.6% |
| 1Y | -8.1% | +2.9% | -11.0% | -17.5% |
| 3Y | -21.8% | +86.9% | -108.7% | -56.4% |
| All | -77.0% | +110.8% | -187.8% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling