+76.5%
EWY vs PATH
-79.9%
+156.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +5.9% |
| 7D | -2.8% | -2.7% | -0.1% | -2.4% |
| 30D | -13.1% | -1.4% | -11.8% | -12.9% |
| 3M | -11.6% | -16.4% | +4.8% | -10.3% |
| 6M | -23.4% | +23.3% | -46.6% | -26.4% |
| YTD | +52.0% | -19.8% | +71.9% | +53.5% |
| 1Y | +58.6% | -8.6% | +67.2% | +56.1% |
| 3Y | +163.3% | -24.0% | +187.4% | +154.1% |
| 5Y | +108.7% | -77.1% | +185.8% | +110.6% |
| All | +76.5% | -79.9% | +156.5% | +78.4% |
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