-81.4%
PATH vs EEM
+28.0%
-109.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.3% |
| 7D | -2.3% | -0.9% | -1.4% | -1.6% |
| 30D | -4.8% | -9.3% | +4.5% | +5.6% |
| 3M | -17.7% | -7.1% | -10.6% | -12.4% |
| 6M | +18.9% | -10.4% | +29.3% | +27.7% |
| YTD | -21.7% | +11.3% | -33.0% | -40.9% |
| 1Y | -9.6% | +11.3% | -20.9% | -31.8% |
| 3Y | -25.8% | +69.6% | -95.5% | -72.2% |
| 5Y | -77.1% | +33.6% | -110.7% | -86.9% |
| All | -81.4% | +28.0% | -109.4% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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