+142.6%
EWY vs PATH
-76.4%
+219.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -16.6% | +21.2% | +6.7% |
| 7D | +4.8% | -16.3% | +21.1% | +6.9% |
| 30D | +11.7% | +9.9% | +1.8% | +9.7% |
| 3M | -7.4% | +30.2% | -37.6% | -11.4% |
| 6M | +40.6% | +37.2% | +3.3% | +32.9% |
| YTD | +94.3% | -7.3% | +101.6% | +93.1% |
| 1Y | +164.3% | +40.0% | +124.3% | +142.4% |
| 3Y | +221.0% | -4.4% | +225.4% | +198.5% |
| All | +142.6% | -76.4% | +219.1% | +150.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling