-21.8%
PATH vs XRT
+52.2%
-74.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -1.2% |
| 7D | -5.6% | +2.3% | -7.9% | -7.7% |
| 30D | -0.7% | +9.8% | -10.5% | -9.1% |
| 3M | -5.9% | -0.2% | -5.7% | -6.2% |
| 6M | +21.6% | +8.4% | +13.2% | +12.0% |
| YTD | -20.6% | +7.5% | -28.1% | -26.8% |
| 1Y | -10.6% | +13.2% | -23.7% | -21.9% |
| All | -21.8% | +52.2% | -74.0% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling