-81.0%
PATH vs NTRS
+95.8%
-176.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +0.7% | +3.7% | -3.0% | -1.6% |
| 30D | -1.1% | +6.1% | -7.2% | -4.7% |
| 3M | -14.2% | -6.7% | -7.5% | -10.8% |
| 6M | +30.9% | +10.5% | +20.4% | +21.9% |
| YTD | -20.1% | +32.0% | -52.1% | -34.4% |
| 1Y | -8.1% | +37.0% | -45.1% | -26.4% |
| 3Y | -24.3% | +173.6% | -197.9% | -62.6% |
| 5Y | -75.6% | +64.4% | -140.0% | -84.4% |
| All | -81.0% | +95.8% | -176.8% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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