+3,354.6%
ASX vs EFX
+1,345.0%
+2,009.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.3% |
| 7D | -9.1% | +0.3% | -9.4% | -9.5% |
| 30D | -23.6% | +29.1% | -52.7% | -33.0% |
| 3M | -5.6% | +4.3% | -9.9% | -10.0% |
| 6M | +4.7% | +7.7% | -3.0% | -4.7% |
| YTD | +122.6% | -12.5% | +135.1% | +119.9% |
| 1Y | +133.0% | -8.8% | +141.8% | +125.2% |
| 3Y | +367.1% | +4.3% | +362.8% | +302.0% |
| 5Y | +504.7% | -29.4% | +534.1% | +516.9% |
| 10Y | +887.2% | +78.1% | +809.1% | +469.4% |
| All | +3,354.6% | +1,345.0% | +2,009.6% | +500.3% |
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