+299.6%
ASX vs ES
+50.7%
+248.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +2.1% | -22.8% | -20.5% |
| 7D | -33.3% | +5.9% | -39.2% | -32.7% |
| 30D | -36.5% | +10.2% | -46.7% | -35.6% |
| 3M | -19.2% | +0.4% | -19.6% | -18.8% |
| 6M | -10.2% | +6.9% | -17.1% | -9.5% |
| YTD | +86.5% | +10.5% | +75.9% | +88.1% |
| 1Y | +89.6% | +3.2% | +86.4% | +91.0% |
| All | +299.6% | +50.7% | +248.9% | +288.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling