+748.4%
ASX vs ES
+85.7%
+662.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.9% | +9.3% | +6.9% |
| 7D | -19.9% | +1.9% | -21.8% | -20.3% |
| 30D | -30.9% | +7.1% | -37.9% | -31.9% |
| 3M | -15.1% | -1.9% | -13.1% | -15.0% |
| 6M | -6.5% | +4.4% | -10.8% | -8.0% |
| YTD | +98.4% | +7.3% | +91.1% | +93.6% |
| 1Y | +107.9% | +2.1% | +105.7% | +104.4% |
| 3Y | +325.3% | +41.8% | +283.4% | +277.4% |
| 5Y | +447.3% | +1.4% | +445.9% | +429.0% |
| All | +748.4% | +85.7% | +662.7% | +614.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling