+26.9%
XLV vs PATH
+39.0%
-12.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.6% | +15.6% | -0.9% |
| 7D | +0.2% | -16.3% | +16.5% | +0.3% |
| 30D | +4.4% | +9.9% | -5.5% | +4.4% |
| 3M | +13.2% | +30.2% | -16.9% | +12.9% |
| 6M | +10.1% | +37.2% | -27.1% | +9.8% |
| YTD | +11.7% | -7.3% | +19.0% | +12.1% |
| 1Y | +26.9% | +40.0% | -13.1% | +25.9% |
| All | +26.9% | +39.0% | -12.0% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling