+2,793.8%
ASX vs ECL
+2,216.7%
+577.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.9% | -17.9% | -19.1% |
| 7D | -33.3% | +1.7% | -34.9% | -33.8% |
| 30D | -36.5% | +8.9% | -45.4% | -39.4% |
| 3M | -19.2% | +7.4% | -26.6% | -22.7% |
| 6M | -10.2% | +19.3% | -29.6% | -19.8% |
| YTD | +86.5% | +17.4% | +69.0% | +68.1% |
| 1Y | +89.6% | +19.4% | +70.2% | +68.9% |
| 3Y | +298.6% | +80.5% | +218.1% | +174.8% |
| 5Y | +414.3% | +40.2% | +374.0% | +301.8% |
| 10Y | +711.1% | +207.8% | +503.2% | +281.0% |
| All | +2,793.8% | +2,216.7% | +577.1% | +262.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling