+33.3%
XLV vs PATH
-75.2%
+108.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.8% | +5.2% | -2.1% |
| 7D | -2.6% | -22.8% | +20.1% | -1.2% |
| 30D | +0.9% | -6.9% | +7.8% | +1.1% |
| 3M | +10.0% | +25.4% | -15.5% | +8.1% |
| 6M | +10.4% | +18.1% | -7.7% | +8.6% |
| YTD | +8.9% | -14.5% | +23.4% | +9.2% |
| 1Y | +23.4% | +18.7% | +4.6% | +19.9% |
| 3Y | +33.1% | -24.2% | +57.3% | +30.6% |
| 5Y | +33.3% | -75.2% | +108.5% | +33.4% |
| All | +33.3% | -75.2% | +108.5% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling