+125.7%
ASX vs ESI
+19.1%
+106.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.1% | +3.5% | +4.2% |
| 7D | -12.3% | -3.5% | -8.8% | -8.6% |
| 30D | -26.0% | -9.3% | -16.7% | -18.3% |
| 3M | -8.1% | -12.8% | +4.7% | +4.5% |
| 6M | +1.4% | -24.6% | +26.0% | +28.6% |
| YTD | +115.6% | +32.7% | +82.8% | +111.5% |
| All | +125.7% | +19.1% | +106.6% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling