+13,679.7%
ASML vs FXI
+221.5%
+13,458.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.3% |
| 7D | +1.1% | +1.0% | +0.1% | +0.5% |
| 30D | +2.2% | -0.6% | +2.7% | +2.4% |
| 3M | -2.3% | +1.9% | -4.2% | -3.7% |
| 6M | +23.0% | -0.2% | +23.1% | +23.1% |
| YTD | +61.1% | -5.6% | +66.7% | +66.7% |
| 1Y | +129.1% | -4.7% | +133.8% | +135.9% |
| 3Y | +165.4% | +38.0% | +127.3% | +114.3% |
| 5Y | +109.5% | -2.7% | +112.1% | +99.0% |
| 10Y | +1,645.7% | +19.9% | +1,625.8% | +1,404.4% |
| All | +13,679.7% | +221.5% | +13,458.1% | +6,014.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling