-6.1%
PATH vs NVDL
+658.9%
-665.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.6% | -18.3% | -16.9% |
| 7D | -16.3% | +11.7% | -28.0% | -17.8% |
| 30D | +9.9% | +7.8% | +2.1% | +8.3% |
| 3M | +30.2% | +3.3% | +26.9% | +27.8% |
| 6M | +37.2% | +38.9% | -1.7% | +27.0% |
| YTD | -7.3% | +28.5% | -35.8% | -14.0% |
| 1Y | +40.0% | +40.6% | -0.6% | +27.2% |
| All | -6.1% | +658.9% | -665.0% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling