+415.3%
ASX vs EL
-66.1%
+481.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.2% | +4.2% | +5.8% |
| 7D | -19.9% | +0.8% | -20.7% | -20.0% |
| 30D | -30.9% | +16.5% | -47.4% | -33.9% |
| 3M | -15.1% | +29.2% | -44.3% | -21.9% |
| 6M | -6.5% | +27.9% | -34.4% | -14.2% |
| YTD | +98.4% | +6.2% | +92.2% | +88.0% |
| 1Y | +107.9% | +27.2% | +80.7% | +85.1% |
| 3Y | +325.3% | +3.2% | +322.1% | +271.1% |
| All | +415.3% | -66.1% | +481.5% | +621.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling