+748.4%
ASX vs EL
+56.3%
+692.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.2% | +4.2% | +5.6% |
| 7D | -19.9% | +0.8% | -20.7% | -20.0% |
| 30D | -30.9% | +16.5% | -47.4% | -34.6% |
| 3M | -15.1% | +29.2% | -44.3% | -23.5% |
| 6M | -6.5% | +27.9% | -34.4% | -16.0% |
| YTD | +98.4% | +6.2% | +92.2% | +85.8% |
| 1Y | +107.9% | +27.2% | +80.7% | +80.9% |
| 3Y | +325.3% | +3.2% | +322.1% | +266.4% |
| 5Y | +447.3% | -66.0% | +513.3% | +685.6% |
| All | +748.4% | +56.3% | +692.1% | +645.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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