+842.6%
ASX vs EFX
+63.8%
+778.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +8.8% |
| 7D | -12.3% | -2.2% | -10.1% | -11.9% |
| 30D | -26.0% | +29.2% | -55.2% | -32.5% |
| 3M | -8.1% | +3.5% | -11.6% | -10.7% |
| 6M | +1.4% | +7.8% | -6.4% | -5.0% |
| YTD | +115.6% | -12.4% | +128.0% | +116.1% |
| 1Y | +128.0% | -8.2% | +136.3% | +124.0% |
| 3Y | +371.4% | +4.7% | +366.7% | +320.9% |
| 5Y | +469.4% | -32.0% | +501.5% | +488.8% |
| 10Y | +842.6% | +69.1% | +773.6% | +557.8% |
| All | +842.6% | +63.8% | +778.8% | +557.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling