+67.7%
ASML vs FXI
-1.6%
+69.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.0% | -10.3% | -9.9% |
| 7D | -19.0% | +6.9% | -25.9% | -22.0% |
| 30D | -25.9% | +3.5% | -29.4% | -27.4% |
| 3M | -19.1% | -3.2% | -15.9% | -18.1% |
| 6M | -5.7% | -3.5% | -2.2% | -4.5% |
| YTD | +27.6% | -8.1% | +35.6% | +33.0% |
| 1Y | +30.8% | -10.5% | +41.3% | +38.2% |
| 3Y | +116.2% | +43.0% | +73.2% | +74.5% |
| 5Y | +67.7% | -0.1% | +67.8% | +60.6% |
| All | +67.7% | -1.6% | +69.2% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling