+1,534.9%
ASML vs FXI
+19.2%
+1,515.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.1% |
| 7D | -2.9% | +3.7% | -6.5% | -5.4% |
| 30D | -15.2% | +0.5% | -15.7% | -15.7% |
| 3M | -12.9% | -5.7% | -7.2% | -10.2% |
| 6M | -5.0% | -6.9% | +1.9% | -1.5% |
| YTD | +41.8% | -9.5% | +51.3% | +50.5% |
| 1Y | +46.0% | -14.0% | +60.1% | +60.1% |
| 3Y | +133.5% | +44.5% | +88.9% | +73.9% |
| 5Y | +93.0% | -2.8% | +95.8% | +86.7% |
| 10Y | +1,534.9% | +20.3% | +1,514.6% | +1,360.1% |
| All | +1,534.9% | +19.2% | +1,515.7% | +1,360.1% |
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