+56.3%
XLV vs PATH
-22.8%
+79.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +2.2% | +2.1% | +0.1% | +2.1% |
| 30D | +8.6% | +1.6% | +7.0% | +8.5% |
| 3M | +12.6% | -20.4% | +33.0% | +13.5% |
| 6M | +29.8% | +40.1% | -10.3% | +27.5% |
| YTD | +23.5% | -19.0% | +42.5% | +24.3% |
| 1Y | +25.7% | -5.8% | +31.5% | +25.1% |
| 3Y | +56.3% | -22.9% | +79.3% | +55.4% |
| All | +56.3% | -22.8% | +79.2% | +55.4% |
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