+415.3%
ASX vs EMB
+6.0%
+409.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | -19.9% | -0.1% | -19.8% | -19.7% |
| 30D | -30.9% | +1.3% | -32.2% | -32.3% |
| 3M | -15.1% | -2.7% | -12.4% | -11.1% |
| 6M | -6.5% | -2.8% | -3.6% | -1.3% |
| YTD | +98.4% | -1.1% | +99.5% | +104.9% |
| 1Y | +107.9% | 0.0% | +107.9% | +111.3% |
| 3Y | +325.3% | +28.8% | +296.5% | +208.4% |
| All | +415.3% | +6.0% | +409.3% | +407.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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