-2.4%
PATH vs NVDL
+1,549.4%
-1,551.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.7% | +8.6% | +1.2% |
| 7D | -2.7% | -23.4% | +20.7% | +1.1% |
| 30D | -3.7% | -41.3% | +37.6% | +4.2% |
| 3M | -13.8% | -40.6% | +26.8% | -7.5% |
| 6M | +20.3% | -39.8% | +60.1% | +27.0% |
| YTD | -20.8% | -26.2% | +5.4% | -20.8% |
| 1Y | -9.2% | -30.0% | +20.8% | -8.9% |
| 3Y | -21.8% | +364.0% | -385.7% | -54.2% |
| All | -2.4% | +1,549.4% | -1,551.8% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 10y: compounded portfolio wealth divided by compounded NVDL 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…
10y analysis · Full analysis span regression · 6 months rolling