-81.2%
PATH vs EWJ
+48.1%
-129.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.3% | -5.0% | -0.3% | -0.3% |
| 30D | -0.5% | -10.2% | +9.7% | +10.9% |
| 3M | -7.1% | -7.2% | +0.1% | -0.2% |
| 6M | +23.8% | -3.2% | +27.0% | +25.3% |
| YTD | -20.7% | +9.9% | -30.6% | -33.4% |
| 1Y | -8.1% | +11.0% | -19.0% | -23.9% |
| 3Y | -21.8% | +57.3% | -79.2% | -62.6% |
| 5Y | -76.8% | +41.3% | -118.1% | -88.4% |
| All | -81.2% | +48.1% | -129.3% | -90.7% |
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