-75.7%
PATH vs NUE
+146.7%
-222.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -16.4% |
| 7D | -16.3% | +4.2% | -20.5% | -17.6% |
| 30D | +9.9% | -5.0% | +14.9% | +11.9% |
| 3M | +30.2% | -0.2% | +30.4% | +29.4% |
| 6M | +37.2% | +49.1% | -11.9% | +15.3% |
| YTD | -7.3% | +61.0% | -68.3% | -25.1% |
| 1Y | +40.0% | +82.5% | -42.5% | +6.8% |
| 3Y | -4.4% | +57.9% | -62.3% | -25.0% |
| All | -75.7% | +146.7% | -222.4% | -84.5% |
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