-81.2%
PATH vs NTRA
+209.6%
-290.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.3% |
| 7D | -2.7% | -15.4% | +12.7% | +3.0% |
| 30D | -3.7% | -20.0% | +16.3% | +3.9% |
| 3M | -13.8% | -0.5% | -13.2% | -15.0% |
| 6M | +20.3% | +64.9% | -44.6% | -4.3% |
| YTD | -20.8% | +39.9% | -60.7% | -33.6% |
| 1Y | -9.2% | +60.5% | -69.8% | -28.0% |
| 3Y | -21.8% | +605.9% | -627.6% | -67.5% |
| 5Y | -77.4% | +183.0% | -260.4% | -89.1% |
| All | -81.2% | +209.6% | -290.8% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling