-6.5%
ASX vs ED
+10.4%
-16.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.8% | +2.4% |
| 7D | -19.9% | +1.6% | -21.6% | -17.4% |
| 30D | -30.9% | +13.3% | -44.2% | -15.6% |
| 3M | -15.1% | +9.7% | -24.8% | -2.1% |
| 6M | -6.5% | +12.8% | -19.3% | +16.0% |
| All | -6.5% | +10.4% | -16.9% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 6mo: compounded portfolio wealth divided by compounded ED 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…
6mo analysis · Full analysis span regression · 6 months rolling