-81.0%
PATH vs NVT
+330.8%
-411.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.1% |
| 7D | +0.7% | +17.4% | -16.7% | -5.0% |
| 30D | -1.1% | -28.4% | +27.2% | +9.4% |
| 3M | -14.2% | -32.4% | +18.3% | -4.2% |
| 6M | +30.9% | -32.2% | +63.0% | +42.5% |
| YTD | -20.1% | +14.0% | -34.1% | -35.7% |
| 1Y | -8.1% | +4.3% | -12.4% | -22.4% |
| 3Y | -24.3% | +131.7% | -156.0% | -64.9% |
| 5Y | -75.6% | +232.4% | -308.0% | -91.9% |
| All | -81.0% | +330.8% | -411.8% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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