+225.7%
XLE vs PATH
-76.8%
+302.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.6% | +15.8% | 0.0% |
| 7D | +2.2% | -16.3% | +18.5% | +3.1% |
| 30D | +11.8% | +9.9% | +1.9% | +11.0% |
| 3M | +9.8% | +30.2% | -20.3% | +8.0% |
| 6M | +15.6% | +37.2% | -21.6% | +13.0% |
| YTD | +45.3% | -7.3% | +52.6% | +44.8% |
| 1Y | +48.3% | +40.0% | +8.3% | +42.9% |
| 3Y | +55.4% | -4.4% | +59.8% | +50.3% |
| 5Y | +216.1% | -76.0% | +292.1% | +210.3% |
| All | +225.7% | -76.8% | +302.5% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 10y: compounded portfolio wealth divided by compounded PATH 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…
10y analysis · Full analysis span regression · 6 months rolling