+117.9%
ASML vs FXI
+41.7%
+76.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.0% | -10.3% | -9.8% |
| 7D | -19.0% | +6.9% | -25.9% | -21.8% |
| 30D | -25.9% | +3.5% | -29.4% | -27.3% |
| 3M | -19.1% | -3.2% | -15.9% | -18.1% |
| 6M | -5.7% | -3.5% | -2.2% | -4.4% |
| YTD | +27.6% | -8.1% | +35.6% | +32.9% |
| 1Y | +30.8% | -10.5% | +41.3% | +37.9% |
| All | +117.9% | +41.7% | +76.2% | +78.3% |
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