+40.0%
PATH vs FXI
-4.7%
+44.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.5% | -18.2% | -17.0% |
| 7D | -16.3% | +1.0% | -17.4% | -16.5% |
| 30D | +9.9% | -0.6% | +10.5% | +10.2% |
| 3M | +30.2% | +1.9% | +28.2% | +29.2% |
| 6M | +37.2% | -0.2% | +37.4% | +35.5% |
| YTD | -7.3% | -5.6% | -1.7% | -4.7% |
| 1Y | +40.0% | -4.7% | +44.7% | +43.8% |
| All | +40.0% | -4.7% | +44.7% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling