-2.3%
PATH vs NVDL
+1,707.1%
-1,709.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.9% |
| 7D | -5.3% | -18.2% | +12.8% | -2.6% |
| 30D | -0.5% | -40.1% | +39.5% | +7.3% |
| 3M | -7.1% | -31.9% | +24.8% | -2.4% |
| 6M | +23.8% | -29.3% | +53.1% | +27.3% |
| YTD | -20.7% | -19.2% | -1.5% | -21.8% |
| 1Y | -8.1% | -23.3% | +15.2% | -9.0% |
| 3Y | -21.8% | +427.9% | -449.7% | -55.2% |
| All | -2.3% | +1,707.1% | -1,709.4% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling