+66.8%
XLV vs PATH
-80.2%
+146.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +2.0% | -2.7% | +4.7% | +2.2% |
| 30D | +10.3% | -3.7% | +14.0% | +10.5% |
| 3M | +14.1% | -13.8% | +27.9% | +14.8% |
| 6M | +32.3% | +20.3% | +12.0% | +30.3% |
| YTD | +23.2% | -20.8% | +44.0% | +23.9% |
| 1Y | +31.0% | -9.2% | +40.3% | +30.3% |
| 3Y | +57.7% | -21.8% | +79.5% | +54.7% |
| 5Y | +53.4% | -77.4% | +130.8% | +50.8% |
| All | +66.8% | -80.2% | +146.9% | +63.5% |
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