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  • ASX vs EFX✓SelectedUSD · EFXASX vs EFX performance historyLatest closeAs of+0.21%09/04
Stock and ETF performance explorer

ASX vs EFX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,552.3%
EFX return
+1,259.2%
Excess return
+2,293.1%
Maximum drawdown
-74.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEFXExcessAlpha
1D+0.2%-6.4%+6.6%+3.1%
7D-0.7%-8.6%+7.9%+3.2%
30D+2.0%+0.1%+1.9%+1.3%
3M-1.3%+3.8%-5.2%-6.1%
6M+71.4%-13.5%+84.9%+76.0%
YTD+135.3%-17.7%+153.0%+144.4%
1Y+267.5%-25.6%+293.1%+296.6%
3Y+388.5%-12.1%+400.6%+365.8%
5Y+417.1%-33.8%+450.9%+454.7%
10Y+872.7%+45.1%+827.6%+537.8%
All+3,552.3%+1,259.2%+2,293.1%+567.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling