+223.3%
EWY vs PATH
-3.6%
+226.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -16.6% | +21.2% | +6.1% |
| 7D | +4.8% | -16.3% | +21.1% | +6.3% |
| 30D | +11.7% | +9.9% | +1.8% | +10.1% |
| 3M | -7.4% | +30.2% | -37.6% | -10.3% |
| 6M | +40.6% | +37.2% | +3.3% | +35.0% |
| YTD | +94.3% | -7.3% | +101.6% | +94.6% |
| 1Y | +164.3% | +40.0% | +124.3% | +145.8% |
| All | +223.3% | -3.6% | +226.8% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling