+48.8%
NU vs PATH
-67.6%
+116.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -16.6% | +14.7% | +4.0% |
| 7D | +7.5% | -16.3% | +23.8% | +13.8% |
| 30D | +6.1% | +9.9% | -3.8% | +1.0% |
| 3M | +26.8% | +30.2% | -3.3% | +12.0% |
| 6M | +2.5% | +37.2% | -34.8% | -13.2% |
| YTD | -8.2% | -7.3% | -0.9% | -10.7% |
| 1Y | +3.4% | +40.0% | -36.6% | -20.5% |
| 3Y | +116.2% | -4.4% | +120.6% | +67.2% |
| All | +48.8% | -67.6% | +116.4% | +77.1% |
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