+51.2%
XLV vs PATH
-76.8%
+128.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.6% | +15.6% | -0.1% |
| 7D | +0.2% | -16.3% | +16.5% | +1.1% |
| 30D | +4.4% | +9.9% | -5.5% | +3.7% |
| 3M | +13.2% | +30.2% | -16.9% | +11.2% |
| 6M | +10.1% | +37.2% | -27.1% | +7.5% |
| YTD | +11.7% | -7.3% | +19.0% | +11.5% |
| 1Y | +26.9% | +40.0% | -13.1% | +22.4% |
| 3Y | +35.0% | -4.4% | +39.4% | +30.8% |
| 5Y | +35.9% | -76.0% | +111.9% | +32.2% |
| All | +51.2% | -76.8% | +128.0% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling