+432.3%
ASX vs EL
-67.1%
+499.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.6% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | +2.0% | +19.8% | -17.9% | -3.9% |
| 3M | -1.3% | +25.7% | -27.0% | -8.5% |
| 6M | +71.4% | +5.4% | +66.0% | +66.1% |
| YTD | +135.3% | +0.2% | +135.1% | +127.3% |
| 1Y | +267.5% | +20.4% | +247.0% | +232.2% |
| 3Y | +388.5% | -32.1% | +420.6% | +410.4% |
| All | +432.3% | -67.1% | +499.4% | +670.1% |
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