-16.0%
NOW vs PATH
-24.3%
+8.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.7% | -2.2% | -4.4% |
| 7D | -6.7% | -5.6% | -1.1% | -4.4% |
| 30D | -25.8% | -0.7% | -25.1% | -25.2% |
| 3M | -12.7% | -5.9% | -6.8% | -10.7% |
| 6M | +11.2% | +21.6% | -10.3% | +3.7% |
| YTD | -33.2% | -20.6% | -12.6% | -29.2% |
| 1Y | -41.8% | -10.6% | -31.2% | -41.1% |
| All | -16.0% | -24.3% | +8.3% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling