-81.2%
PATH vs EWJ
+53.5%
-134.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -3.9% |
| 7D | -2.7% | -1.5% | -1.2% | -1.5% |
| 30D | -3.7% | -6.5% | +2.8% | +2.9% |
| 3M | -13.8% | -5.6% | -8.2% | -9.1% |
| 6M | +20.3% | -0.3% | +20.6% | +18.1% |
| YTD | -20.8% | +13.9% | -34.7% | -36.0% |
| 1Y | -9.2% | +14.6% | -23.8% | -27.3% |
| 3Y | -21.8% | +66.6% | -88.4% | -65.2% |
| 5Y | -77.4% | +47.7% | -125.1% | -89.1% |
| All | -81.2% | +53.5% | -134.7% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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