+28.0%
NU vs PATH
-71.7%
+99.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.3% | +10.5% | +11.3% |
| 7D | +9.9% | +2.1% | +7.8% | +9.2% |
| 30D | -11.5% | +1.6% | -13.1% | -12.2% |
| 3M | -5.1% | -20.4% | +15.3% | +1.4% |
| 6M | +3.1% | +40.1% | -37.0% | -12.7% |
| YTD | -21.0% | -19.0% | -2.0% | -19.8% |
| 1Y | -15.2% | -5.8% | -9.4% | -20.8% |
| 3Y | +56.4% | -22.9% | +79.4% | +34.6% |
| All | +28.0% | -71.7% | +99.6% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling