+63.6%
XLV vs PATH
-80.2%
+143.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | 0.0% | -5.3% | +5.3% | +0.3% |
| 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% | +26.0% |
| YTD | +20.9% | -20.7% | +41.5% | +21.6% |
| 1Y | +28.7% | -8.1% | +36.8% | +28.0% |
| 3Y | +51.5% | -21.8% | +73.3% | +48.6% |
| 5Y | +50.9% | -76.8% | +127.7% | +48.3% |
| All | +63.6% | -80.2% | +143.8% | +60.4% |
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 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