+1,951.0%
ASX vs EMB
+126.0%
+1,825.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.5% | -20.2% | -20.3% |
| 7D | -33.3% | -0.3% | -33.0% | -33.0% |
| 30D | -36.5% | +1.1% | -37.6% | -37.1% |
| 3M | -19.2% | -2.9% | -16.2% | -16.7% |
| 6M | -10.2% | -2.1% | -8.2% | -7.9% |
| YTD | +86.5% | -1.1% | +87.6% | +90.3% |
| 1Y | +89.6% | +0.3% | +89.3% | +90.9% |
| 3Y | +298.6% | +27.7% | +270.9% | +224.5% |
| 5Y | +414.3% | +6.0% | +408.3% | +392.1% |
| 10Y | +711.1% | +29.1% | +682.0% | +587.7% |
| All | +1,951.0% | +126.0% | +1,825.0% | +1,734.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling