+415.3%
ASX vs EFX
-31.2%
+446.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.6% | +6.9% |
| 7D | -19.9% | +2.7% | -22.6% | -20.6% |
| 30D | -30.9% | +33.1% | -64.0% | -36.7% |
| 3M | -15.1% | +8.2% | -23.2% | -18.0% |
| 6M | -6.5% | +10.2% | -16.6% | -12.3% |
| YTD | +98.4% | -11.8% | +110.3% | +101.2% |
| 1Y | +107.9% | -6.1% | +113.9% | +104.5% |
| 3Y | +325.3% | +7.5% | +317.8% | +265.0% |
| All | +415.3% | -31.2% | +446.5% | +426.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling