-81.1%
PATH vs FXI
-14.9%
-66.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.3% |
| 7D | -5.6% | +6.9% | -12.5% | -9.4% |
| 30D | -0.7% | +3.5% | -4.2% | -2.8% |
| 3M | -5.9% | -3.2% | -2.7% | -4.2% |
| 6M | +21.6% | -3.5% | +25.1% | +23.3% |
| YTD | -20.6% | -8.1% | -12.6% | -17.5% |
| 1Y | -10.6% | -10.5% | -0.1% | -5.4% |
| 3Y | -24.9% | +43.0% | -67.9% | -45.9% |
| 5Y | -76.8% | -0.1% | -76.7% | -77.2% |
| All | -81.1% | -14.9% | -66.2% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling