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  • ASX vs EFX✓SelectedUSD · EFXASX vs EFX performance historyLatest closeAs of+6.08%09/08
Stock and ETF performance explorer

ASX vs EFX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+913.4%
EFX return
+40.1%
Excess return
+873.3%
Maximum drawdown
-52.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEFXExcessAlpha
1D+6.1%-3.1%+9.1%+7.1%
7D+6.3%-7.8%+14.1%+9.0%
30D+6.4%-5.7%+12.1%+8.0%
3M+13.1%+2.5%+10.6%+9.4%
6M+90.3%-16.7%+107.0%+97.6%
YTD+149.6%-20.2%+169.8%+161.2%
1Y+249.2%-31.4%+280.6%+285.4%
3Y+445.9%-10.5%+456.4%+421.2%
5Y+477.7%-35.2%+512.9%+512.8%
10Y+913.4%+40.2%+873.2%+672.0%
All+913.4%+40.1%+873.3%+672.0%

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