-22.2%
EWY vs PATH
-8.3%
-13.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.7% | -9.8% | -13.5% |
| 7D | -18.6% | -5.6% | -13.1% | -18.7% |
| 30D | -29.4% | -0.7% | -28.7% | -29.1% |
| 3M | -22.2% | -5.9% | -16.3% | -26.3% |
| All | -22.2% | -8.3% | -13.8% | -26.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling