+432.3%
ASX vs ECL
+31.2%
+401.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.7% | -2.6% | +1.9% | +0.5% |
| 30D | +2.0% | -2.2% | +4.2% | +2.8% |
| 3M | -1.3% | +10.1% | -11.4% | -7.1% |
| 6M | +71.4% | -5.7% | +77.2% | +74.8% |
| YTD | +135.3% | +7.0% | +128.4% | +125.0% |
| 1Y | +267.5% | +2.7% | +264.8% | +256.7% |
| 3Y | +388.5% | +57.7% | +330.8% | +266.6% |
| All | +432.3% | +31.2% | +401.1% | +314.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling