-8.1%
PATH vs EFA
+11.8%
-19.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -5.3% | -1.4% | -3.9% | -5.1% |
| 30D | -0.5% | -1.2% | +0.6% | -0.3% |
| 3M | -7.1% | -5.1% | -2.0% | -6.7% |
| 6M | +23.8% | -1.2% | +25.1% | +24.8% |
| YTD | -20.7% | +7.8% | -28.5% | -24.2% |
| 1Y | -8.1% | +12.2% | -20.2% | -16.8% |
| All | -8.1% | +11.8% | -19.8% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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