+486.8%
ASX vs ES
+6.6%
+480.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.0% |
| 7D | +12.4% | +2.7% | +9.7% | +12.4% |
| 30D | -19.8% | +7.6% | -27.4% | -20.0% |
| 3M | -10.3% | +0.5% | -10.8% | -10.2% |
| 6M | +1.2% | +7.6% | -6.4% | +0.6% |
| YTD | +123.0% | +10.2% | +112.8% | +120.6% |
| 1Y | +145.4% | +1.8% | +143.6% | +144.6% |
| 3Y | +368.6% | +55.4% | +313.2% | +325.4% |
| All | +486.8% | +6.6% | +480.3% | +473.4% |
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