-81.4%
PATH vs NVT
+319.5%
-400.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.6% |
| 7D | -2.3% | -13.0% | +10.7% | +1.5% |
| 30D | -4.8% | -32.7% | +27.9% | +7.7% |
| 3M | -17.7% | -30.6% | +12.9% | -9.4% |
| 6M | +18.9% | -33.6% | +52.5% | +30.4% |
| YTD | -21.7% | +11.0% | -32.7% | -36.4% |
| 1Y | -9.6% | +0.8% | -10.4% | -22.7% |
| 3Y | -25.8% | +125.7% | -151.5% | -65.3% |
| 5Y | -77.1% | +231.1% | -308.2% | -92.3% |
| All | -81.4% | +319.5% | -400.9% | -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