+1,559.3%
ASML vs FXI
+19.2%
+1,540.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.6% |
| 7D | +10.4% | -4.2% | +14.5% | +13.3% |
| 30D | -12.7% | -2.0% | -10.7% | -11.9% |
| 3M | -17.2% | -5.0% | -12.2% | -15.0% |
| 6M | -1.3% | -9.6% | +8.3% | +4.3% |
| YTD | +40.8% | -11.9% | +52.7% | +52.0% |
| 1Y | +45.2% | -16.7% | +61.9% | +62.4% |
| 3Y | +131.8% | +40.6% | +91.2% | +75.6% |
| 5Y | +84.0% | -9.1% | +93.1% | +87.4% |
| All | +1,559.3% | +19.2% | +1,540.1% | +1,422.7% |
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