-75.7%
PATH vs EWJ
+53.7%
-129.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -17.0% |
| 7D | -16.3% | +2.5% | -18.8% | -18.6% |
| 30D | +9.9% | +3.3% | +6.6% | +6.1% |
| 3M | +30.2% | +5.0% | +25.2% | +22.1% |
| 6M | +37.2% | +11.5% | +25.7% | +17.5% |
| YTD | -7.3% | +22.4% | -29.7% | -30.9% |
| 1Y | +40.0% | +30.2% | +9.8% | -3.8% |
| 3Y | -4.4% | +72.8% | -77.2% | -59.9% |
| All | -75.7% | +53.7% | -129.4% | -89.1% |
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