-14.9%
PATH vs NVD
-98.8%
+83.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +18.7% | -22.4% | -0.9% |
| 7D | -5.6% | +33.7% | -39.3% | -1.1% |
| 30D | -0.7% | +65.8% | -66.4% | +7.6% |
| 3M | -5.9% | +31.8% | -37.7% | -0.7% |
| 6M | +21.6% | -5.9% | +27.4% | +23.2% |
| YTD | -20.6% | -23.5% | +2.9% | -21.3% |
| 1Y | -10.6% | -20.0% | +9.4% | -10.0% |
| 3Y | -24.9% | -98.8% | +73.9% | -56.1% |
| All | -14.9% | -98.8% | +83.9% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 all: compounded portfolio wealth divided by compounded NVD 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…
all analysis · Full analysis span regression · 6 months rolling