+367.1%
ASX vs EL
+3.4%
+363.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.0% | +3.2% |
| 7D | -9.1% | +7.6% | -16.8% | -10.3% |
| 30D | -23.6% | +15.7% | -39.3% | -25.8% |
| 3M | -5.6% | +30.5% | -36.2% | -11.1% |
| 6M | +4.7% | +32.5% | -27.9% | -2.2% |
| YTD | +122.6% | +9.4% | +113.1% | +112.1% |
| 1Y | +133.0% | +28.4% | +104.7% | +113.0% |
| 3Y | +367.1% | +4.4% | +362.7% | +305.8% |
| All | +367.1% | +3.4% | +363.8% | +305.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling