+3,552.3%
ASX vs ES
+686.6%
+2,865.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +2.0% | -2.0% | +3.9% | +2.6% |
| 3M | -1.3% | +1.7% | -3.0% | -2.5% |
| 6M | +71.4% | -3.5% | +75.0% | +71.9% |
| YTD | +135.3% | +7.9% | +127.4% | +126.5% |
| 1Y | +267.5% | +17.2% | +250.3% | +241.1% |
| 3Y | +388.5% | +29.3% | +359.2% | +323.6% |
| 5Y | +417.1% | -5.7% | +422.8% | +398.6% |
| 10Y | +872.7% | +85.2% | +787.5% | +570.2% |
| All | +3,552.3% | +686.6% | +2,865.7% | +1,175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling