+164.9%
ASML vs FXI
+39.4%
+125.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.4% |
| 7D | +1.1% | +1.0% | +0.1% | +0.6% |
| 30D | +2.2% | -0.6% | +2.7% | +2.4% |
| 3M | -2.3% | +1.9% | -4.2% | -3.5% |
| 6M | +23.0% | -0.2% | +23.1% | +23.2% |
| YTD | +61.1% | -5.6% | +66.7% | +66.2% |
| 1Y | +129.1% | -4.7% | +133.8% | +135.5% |
| All | +164.9% | +39.4% | +125.5% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling