+66.3%
XLV vs PATH
-80.0%
+146.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | +10.7% | -1.1% | +11.8% | +10.7% |
| 3M | +11.9% | -14.2% | +26.1% | +12.6% |
| 6M | +29.8% | +30.9% | -1.0% | +27.3% |
| YTD | +22.8% | -20.1% | +42.9% | +23.5% |
| 1Y | +25.0% | -8.1% | +33.0% | +24.2% |
| 3Y | +56.4% | -24.3% | +80.7% | +53.8% |
| 5Y | +52.3% | -75.6% | +127.9% | +49.6% |
| All | +66.3% | -80.0% | +146.3% | +63.0% |
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