-74.9%
PATH vs NVTS
-38.4%
-36.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.5% | -9.6% | -1.4% |
| 7D | -5.3% | +1.5% | -6.8% | -5.8% |
| 30D | -0.5% | -23.8% | +23.3% | +2.5% |
| 3M | -7.1% | -30.6% | +23.4% | -3.8% |
| 6M | +23.8% | -48.4% | +72.2% | +28.0% |
| YTD | -20.7% | +20.6% | -41.3% | -30.8% |
| 1Y | -8.1% | -2.5% | -5.5% | -17.6% |
| 3Y | -21.8% | +44.0% | -65.8% | -44.9% |
| 5Y | -76.8% | -42.6% | -34.2% | -82.7% |
| All | -74.9% | -38.4% | -36.4% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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