-76.8%
PATH vs NVTS
-49.5%
-27.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.8% | +12.1% | -1.6% |
| 7D | -5.6% | -14.6% | +9.0% | -3.8% |
| 30D | -0.7% | -34.3% | +33.6% | +4.5% |
| 3M | -5.9% | -36.4% | +30.5% | -1.3% |
| 6M | +21.6% | -55.2% | +76.8% | +28.2% |
| YTD | -20.6% | +10.1% | -30.7% | -29.8% |
| 1Y | -10.6% | -20.3% | +9.7% | -17.4% |
| 3Y | -24.9% | +27.4% | -52.3% | -45.5% |
| 5Y | -76.8% | -47.6% | -29.2% | -82.9% |
| All | -76.8% | -49.5% | -27.4% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling