-78.0%
PATH vs XME
+216.9%
-294.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.2% | -16.8% | -16.7% |
| 7D | -16.3% | -0.1% | -16.2% | -16.3% |
| 30D | +9.9% | +6.0% | +3.9% | +6.2% |
| 3M | +30.2% | -7.7% | +37.9% | +34.9% |
| 6M | +37.2% | +1.0% | +36.3% | +32.2% |
| YTD | -7.3% | +14.6% | -22.0% | -18.7% |
| 1Y | +40.0% | +46.0% | -6.0% | +3.8% |
| 3Y | -4.4% | +127.0% | -131.4% | -48.4% |
| 5Y | -76.0% | +175.8% | -251.8% | -88.0% |
| All | -78.0% | +216.9% | -294.9% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling