-6.3%
NOW vs PATH
-80.1%
+73.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.7% | -2.2% | -4.5% |
| 7D | -6.7% | -5.6% | -1.1% | -4.5% |
| 30D | -25.8% | -0.7% | -25.1% | -25.3% |
| 3M | -12.7% | -5.9% | -6.8% | -10.8% |
| 6M | +11.2% | +21.6% | -10.3% | +3.9% |
| YTD | -33.2% | -20.6% | -12.6% | -27.7% |
| 1Y | -41.8% | -10.6% | -31.2% | -40.4% |
| 3Y | -15.7% | -24.9% | +9.2% | -16.9% |
| 5Y | -26.0% | -76.8% | +50.8% | -10.8% |
| All | -6.3% | -80.1% | +73.8% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling