+28.0%
NBIS vs PATH
-10.3%
+38.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.9% | -9.6% | -6.8% |
| 7D | -22.4% | -4.8% | -17.6% | -22.2% |
| 30D | -39.1% | +2.7% | -41.8% | -39.2% |
| 3M | -37.3% | -4.2% | -33.1% | -38.5% |
| 6M | -19.8% | +24.7% | -44.5% | -25.6% |
| YTD | +69.1% | -17.6% | +86.6% | +81.6% |
| 1Y | +28.0% | -5.3% | +33.4% | +27.2% |
| All | +28.0% | -10.3% | +38.3% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling