-6.1%
PATH vs NUE
+58.3%
-64.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -16.4% |
| 7D | -16.3% | +4.2% | -20.5% | -17.5% |
| 30D | +9.9% | -5.0% | +14.9% | +11.7% |
| 3M | +30.2% | -0.2% | +30.4% | +29.7% |
| 6M | +37.2% | +49.1% | -11.9% | +16.1% |
| YTD | -7.3% | +61.0% | -68.3% | -24.7% |
| 1Y | +40.0% | +82.5% | -42.5% | +6.9% |
| All | -6.1% | +58.3% | -64.4% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling