-81.1%
PATH vs XME
+141.7%
-222.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -0.6% |
| 7D | -5.6% | -10.5% | +4.9% | +0.3% |
| 30D | -0.7% | -16.5% | +15.8% | +9.3% |
| 3M | -5.9% | -19.2% | +13.3% | +4.9% |
| 6M | +21.6% | -23.8% | +45.4% | +37.4% |
| YTD | -20.6% | -12.6% | -8.1% | -19.7% |
| 1Y | -10.6% | -0.1% | -10.4% | -17.4% |
| 3Y | -24.9% | +79.3% | -104.1% | -54.2% |
| 5Y | -76.8% | +108.2% | -185.0% | -86.6% |
| All | -81.1% | +141.7% | -222.9% | -89.3% |
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