+63.6%
EWY vs PATH
-80.2%
+143.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.1% | +4.1% |
| 7D | -10.4% | -5.3% | -5.1% | -9.8% |
| 30D | -25.4% | -0.5% | -24.9% | -25.4% |
| 3M | -16.5% | -7.1% | -9.4% | -16.4% |
| 6M | -24.7% | +23.8% | -48.5% | -27.7% |
| YTD | +40.9% | -20.7% | +61.6% | +42.4% |
| 1Y | +49.8% | -8.1% | +57.9% | +47.3% |
| 3Y | +134.8% | -21.8% | +156.6% | +125.5% |
| 5Y | +91.4% | -76.8% | +168.3% | +93.0% |
| All | +63.6% | -80.2% | +143.8% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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