+325.3%
ASX vs ELV
-0.8%
+326.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.5% | +7.9% | +6.3% |
| 7D | -19.9% | +1.3% | -21.2% | -19.8% |
| 30D | -30.9% | +5.3% | -36.1% | -30.5% |
| 3M | -15.1% | +9.2% | -24.3% | -14.3% |
| 6M | -6.5% | +14.5% | -21.0% | -5.2% |
| YTD | +98.4% | +23.2% | +75.2% | +100.8% |
| 1Y | +107.9% | +38.0% | +69.8% | +112.3% |
| 3Y | +325.3% | -1.5% | +326.8% | +330.8% |
| All | +325.3% | -0.8% | +326.0% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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