-76.8%
PATH vs XME
+110.6%
-187.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -0.5% |
| 7D | -5.6% | -10.5% | +4.9% | +0.6% |
| 30D | -0.7% | -16.5% | +15.8% | +9.8% |
| 3M | -5.9% | -19.2% | +13.3% | +5.5% |
| 6M | +21.6% | -23.8% | +45.4% | +38.2% |
| YTD | -20.6% | -12.6% | -8.1% | -20.0% |
| 1Y | -10.6% | -0.1% | -10.4% | -18.4% |
| 3Y | -24.9% | +79.3% | -104.1% | -57.0% |
| 5Y | -76.8% | +108.2% | -185.0% | -87.8% |
| All | -76.8% | +110.6% | -187.4% | -87.8% |
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