-81.2%
PATH vs NTRA
+200.2%
-281.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.6% | +14.5% | +5.4% |
| 7D | -5.3% | -25.0% | +19.7% | +4.8% |
| 30D | -0.5% | -21.5% | +20.9% | +8.0% |
| 3M | -7.1% | +17.1% | -24.2% | -14.5% |
| 6M | +23.8% | +44.4% | -20.6% | +3.5% |
| YTD | -20.7% | +35.6% | -56.3% | -32.7% |
| 1Y | -8.1% | +56.5% | -64.6% | -26.4% |
| 3Y | -21.8% | +620.8% | -642.6% | -67.9% |
| 5Y | -76.8% | +167.9% | -244.7% | -88.6% |
| All | -81.2% | +200.2% | -281.4% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling