-80.8%
PATH vs FXI
-18.5%
-62.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.1% | -4.2% | +6.3% | +4.8% |
| 30D | +1.6% | -1.1% | +2.7% | +2.2% |
| 3M | -20.4% | -4.0% | -16.5% | -18.6% |
| 6M | +40.1% | -11.8% | +52.0% | +50.6% |
| YTD | -19.0% | -11.9% | -7.1% | -13.6% |
| 1Y | -5.8% | -16.1% | +10.3% | +3.8% |
| 3Y | -22.9% | +38.8% | -61.7% | -43.6% |
| 5Y | -75.3% | -9.1% | -66.2% | -74.3% |
| All | -80.8% | -18.5% | -62.3% | -77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling