-70.6%
PATH vs NVTS
-15.6%
-55.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +6.3% | -22.9% | -17.5% |
| 7D | -16.3% | +2.7% | -19.0% | -16.8% |
| 30D | +9.9% | -4.5% | +14.4% | +10.0% |
| 3M | +30.2% | -61.5% | +91.7% | +45.5% |
| 6M | +37.2% | +28.0% | +9.2% | +22.4% |
| YTD | -7.3% | +65.3% | -72.6% | -21.8% |
| 1Y | +40.0% | +113.0% | -73.0% | +10.8% |
| 3Y | -4.4% | +34.7% | -39.1% | -24.2% |
| All | -70.6% | -15.6% | -55.0% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling