-8.1%
PATH vs XRT
+11.9%
-19.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.9% |
| 7D | -5.3% | +0.9% | -6.2% | -5.8% |
| 30D | -0.5% | +7.9% | -8.5% | -5.0% |
| 3M | -7.1% | -0.2% | -7.0% | -7.2% |
| 6M | +23.8% | +5.6% | +18.2% | +20.2% |
| YTD | -20.7% | +5.7% | -26.4% | -23.0% |
| 1Y | -8.1% | +14.6% | -22.6% | -12.9% |
| All | -8.1% | +11.9% | -19.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling