+75.5%
ASML vs FXI
-0.7%
+76.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | +5.7% | -14.7% | -11.7% |
| 30D | -21.0% | +4.6% | -25.5% | -23.0% |
| 3M | -16.3% | -2.8% | -13.5% | -15.5% |
| 6M | -7.5% | -6.1% | -1.5% | -5.0% |
| YTD | +34.0% | -8.0% | +42.0% | +39.7% |
| 1Y | +39.3% | -11.3% | +50.6% | +47.9% |
| 3Y | +128.9% | +42.6% | +86.2% | +85.0% |
| All | +75.5% | -0.7% | +76.1% | +69.1% |
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 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