-22.9%
PATH vs EWJ
+66.4%
-89.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +2.1% | +4.0% | -1.9% | -0.4% |
| 30D | +1.6% | -4.3% | +5.9% | +4.3% |
| 3M | -20.4% | -6.8% | -13.6% | -17.1% |
| 6M | +40.1% | -0.9% | +41.0% | +39.9% |
| YTD | -19.0% | +14.3% | -33.3% | -29.4% |
| 1Y | -5.8% | +15.3% | -21.1% | -18.6% |
| 3Y | -22.9% | +65.6% | -88.6% | -56.2% |
| All | -22.9% | +66.4% | -89.4% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling