+30.4%
XLV vs PATH
-11.8%
+42.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.3% |
| 7D | +2.6% | -2.3% | +4.9% | +2.7% |
| 30D | +10.6% | -4.8% | +15.4% | +10.7% |
| 3M | +12.6% | -17.7% | +30.3% | +12.9% |
| 6M | +32.7% | +18.9% | +13.8% | +32.8% |
| YTD | +23.5% | -21.7% | +45.2% | +24.6% |
| 1Y | +30.4% | -9.6% | +40.0% | +31.6% |
| All | +30.4% | -11.8% | +42.2% | +31.6% |
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