+432.3%
ASX vs ES
-5.6%
+437.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | +2.0% | -2.0% | +3.9% | +2.0% |
| 3M | -1.3% | +1.7% | -3.0% | -1.6% |
| 6M | +71.4% | -3.5% | +75.0% | +71.6% |
| YTD | +135.3% | +7.9% | +127.4% | +133.2% |
| 1Y | +267.5% | +17.2% | +250.3% | +260.6% |
| 3Y | +388.5% | +29.3% | +359.2% | +366.8% |
| All | +432.3% | -5.6% | +437.9% | +416.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling