-81.1%
PATH vs NVT
+266.9%
-348.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -12.8% | +9.1% | +0.7% |
| 7D | -5.6% | -28.8% | +23.2% | +5.3% |
| 30D | -0.7% | -43.3% | +42.6% | +19.7% |
| 3M | -5.9% | -39.2% | +33.3% | +8.7% |
| 6M | +21.6% | -41.8% | +63.3% | +39.6% |
| YTD | -20.6% | -2.9% | -17.7% | -32.3% |
| 1Y | -10.6% | -12.0% | +1.4% | -19.6% |
| 3Y | -24.9% | +102.8% | -127.7% | -63.8% |
| 5Y | -76.8% | +182.2% | -259.0% | -91.8% |
| All | -81.1% | +266.9% | -348.1% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling