+49.8%
EWY vs PATH
-10.2%
+60.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.1% | +4.1% |
| 7D | -10.4% | -5.3% | -5.1% | -10.4% |
| 30D | -25.4% | -0.5% | -24.9% | -25.3% |
| 3M | -16.5% | -7.1% | -9.4% | -16.8% |
| 6M | -24.7% | +23.8% | -48.5% | -23.9% |
| YTD | +40.9% | -20.7% | +61.6% | +43.3% |
| 1Y | +49.8% | -8.1% | +57.9% | +53.0% |
| All | +49.8% | -10.2% | +60.0% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling