-76.8%
PATH vs EWJ
+41.5%
-118.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.0% | +2.3% | +2.6% |
| 7D | -5.6% | -7.0% | +1.4% | +1.8% |
| 30D | -0.7% | -11.1% | +10.4% | +12.3% |
| 3M | -5.9% | -7.3% | +1.4% | +1.4% |
| 6M | +21.6% | -0.6% | +22.2% | +19.1% |
| YTD | -20.6% | +9.9% | -30.5% | -34.0% |
| 1Y | -10.6% | +11.2% | -21.8% | -26.9% |
| 3Y | -24.9% | +55.3% | -80.2% | -65.2% |
| 5Y | -76.8% | +41.3% | -118.1% | -89.4% |
| All | -76.8% | +41.5% | -118.3% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling