-75.2%
PATH vs NUE
+143.0%
-218.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.5% |
| 7D | +2.1% | +2.8% | -0.7% | +1.0% |
| 30D | +1.6% | -2.1% | +3.7% | +2.0% |
| 3M | -20.4% | -7.3% | -13.1% | -18.8% |
| 6M | +40.1% | +8.9% | +31.3% | +33.4% |
| YTD | -19.0% | +55.6% | -74.6% | -34.0% |
| 1Y | -5.8% | +74.7% | -80.5% | -27.0% |
| 3Y | -22.9% | +71.7% | -94.6% | -41.8% |
| All | -75.2% | +143.0% | -218.2% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling