-81.0%
PATH vs FOXA
+87.3%
-168.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.5% |
| 7D | +0.7% | -2.9% | +3.6% | +2.3% |
| 30D | -1.1% | +5.1% | -6.3% | -4.3% |
| 3M | -14.2% | +4.7% | -18.8% | -16.8% |
| 6M | +30.9% | -0.2% | +31.1% | +28.1% |
| YTD | -20.1% | -9.2% | -10.8% | -17.8% |
| 1Y | -8.1% | -0.6% | -7.5% | -10.4% |
| 3Y | -24.3% | +125.7% | -150.0% | -58.0% |
| 5Y | -75.6% | +70.2% | -145.8% | -84.5% |
| All | -81.0% | +87.3% | -168.3% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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