+2.0%
PATH vs NVDL
+2,608.0%
-2,606.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.8% |
| 7D | -24.6% | -0.8% | -23.7% | -24.5% |
| 30D | -13.0% | +3.4% | -16.4% | -13.7% |
| 3M | +26.2% | +8.1% | +18.1% | +22.9% |
| 6M | +13.4% | +31.9% | -18.5% | +5.4% |
| YTD | -17.2% | +21.1% | -38.3% | -22.8% |
| 1Y | +14.0% | +34.0% | -20.0% | +3.8% |
| 3Y | -26.6% | +677.9% | -704.5% | -60.2% |
| All | +2.0% | +2,608.0% | -2,606.0% | -67.4% |
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