-80.4%
PATH vs XRT
+13.6%
-94.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | -3.4% |
| 7D | -4.8% | +8.0% | -12.8% | -13.3% |
| 30D | +2.7% | +13.0% | -10.4% | -11.3% |
| 3M | -4.2% | +1.7% | -5.9% | -6.8% |
| 6M | +24.7% | +12.6% | +12.2% | +7.2% |
| YTD | -17.6% | +10.7% | -28.2% | -28.4% |
| 1Y | -5.3% | +18.4% | -23.7% | -24.4% |
| 3Y | -22.0% | +56.4% | -78.4% | -57.4% |
| 5Y | -76.5% | +0.7% | -77.2% | -80.0% |
| All | -80.4% | +13.6% | -94.0% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling