+29.2%
NOW vs PATH
-76.8%
+106.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -16.6% | +13.7% | +3.5% |
| 7D | -2.4% | -16.3% | +13.9% | +4.0% |
| 30D | +20.5% | +9.9% | +10.6% | +15.4% |
| 3M | +18.3% | +30.2% | -11.8% | +6.5% |
| 6M | +24.1% | +37.2% | -13.2% | +10.4% |
| YTD | -7.8% | -7.3% | -0.5% | -6.4% |
| 1Y | -21.4% | +40.0% | -61.4% | -34.0% |
| 3Y | +19.5% | -4.4% | +23.9% | +6.0% |
| 5Y | +4.1% | -76.0% | +80.1% | +19.6% |
| All | +29.2% | -76.8% | +106.1% | +48.1% |
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