-81.0%
PATH vs NVT
+335.4%
-416.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.1% |
| 7D | -2.7% | +3.5% | -6.2% | -4.3% |
| 30D | -1.4% | -28.2% | +26.8% | +9.1% |
| 3M | -16.4% | -30.1% | +13.6% | -8.0% |
| 6M | +23.3% | -32.5% | +55.7% | +34.8% |
| YTD | -19.8% | +15.2% | -35.0% | -35.7% |
| 1Y | -8.6% | +7.2% | -15.8% | -23.8% |
| 3Y | -24.0% | +134.2% | -158.2% | -64.9% |
| 5Y | -77.1% | +238.3% | -315.4% | -92.4% |
| All | -81.0% | +335.4% | -416.3% | -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