+1,557.1%
ASML vs FXI
+19.2%
+1,537.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.9% | -4.2% | +9.1% | +7.8% |
| 30D | -9.3% | -1.1% | -8.1% | -9.0% |
| 3M | -19.0% | -4.0% | -15.0% | -17.4% |
| 6M | -5.2% | -11.8% | +6.6% | +1.7% |
| YTD | +40.6% | -11.9% | +52.5% | +51.8% |
| 1Y | +47.5% | -16.1% | +63.6% | +64.2% |
| 3Y | +133.9% | +38.8% | +95.1% | +78.9% |
| 5Y | +83.8% | -9.1% | +92.9% | +87.1% |
| All | +1,557.1% | +19.2% | +1,537.9% | +1,420.7% |
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