-81.2%
PATH vs NVT
+296.2%
-377.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.0% | -2.8% |
| 7D | -5.3% | -15.7% | +10.4% | -0.5% |
| 30D | -0.5% | -36.6% | +36.1% | +15.1% |
| 3M | -7.1% | -34.8% | +27.7% | +4.7% |
| 6M | +23.8% | -38.2% | +62.0% | +39.5% |
| YTD | -20.7% | +4.8% | -25.5% | -34.2% |
| 1Y | -8.1% | -2.8% | -5.3% | -20.7% |
| 3Y | -21.8% | +119.5% | -141.4% | -63.4% |
| 5Y | -76.8% | +204.7% | -281.6% | -92.0% |
| All | -81.2% | +296.2% | -377.3% | -92.9% |
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