+51.5%
XLV vs PATH
-24.4%
+75.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | 0.0% | -5.3% | +5.3% | +0.2% |
| 30D | +9.5% | -0.5% | +10.0% | +9.5% |
| 3M | +12.8% | -7.1% | +19.9% | +13.0% |
| 6M | +28.1% | +23.8% | +4.3% | +26.5% |
| YTD | +20.9% | -20.7% | +41.5% | +21.7% |
| 1Y | +28.7% | -8.1% | +36.8% | +28.3% |
| 3Y | +51.5% | -21.8% | +73.3% | +49.8% |
| All | +51.5% | -24.4% | +75.8% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling