+16.9%
NU vs PATH
-72.6%
+89.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | +4.0% | -2.3% | +6.3% | +4.9% |
| 30D | -25.1% | -4.8% | -20.2% | -24.0% |
| 3M | -12.8% | -17.7% | +4.9% | -8.2% |
| 6M | -12.5% | +18.9% | -31.4% | -21.3% |
| YTD | -27.8% | -21.7% | -6.1% | -25.8% |
| 1Y | -24.6% | -9.6% | -14.9% | -28.5% |
| 3Y | +41.8% | -25.8% | +67.6% | +23.7% |
| All | +16.9% | -72.6% | +89.5% | +47.0% |
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