+107.9%
ASX vs ECL
+17.6%
+90.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.7% | +8.1% | +6.6% |
| 7D | -19.9% | -0.8% | -19.2% | -19.4% |
| 30D | -30.9% | +8.1% | -39.0% | -30.8% |
| 3M | -15.1% | +6.4% | -21.4% | -14.8% |
| 6M | -6.5% | +14.8% | -21.2% | -9.3% |
| YTD | +98.4% | +15.5% | +83.0% | +101.0% |
| 1Y | +107.9% | +20.1% | +87.7% | +111.3% |
| All | +107.9% | +17.6% | +90.2% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling