-5.8%
PATH vs NTRS
+38.4%
-44.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +2.1% | +3.2% | -1.1% | +1.0% |
| 30D | +1.6% | +9.6% | -8.0% | -1.5% |
| 3M | -20.4% | -6.0% | -14.5% | -19.0% |
| 6M | +40.1% | +10.4% | +29.7% | +33.6% |
| YTD | -19.0% | +32.5% | -51.5% | -30.6% |
| 1Y | -5.8% | +41.2% | -47.0% | -23.1% |
| All | -5.8% | +38.4% | -44.2% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling