+499.0%
ASX vs ESI
+37.5%
+461.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -2.4% |
| 7D | +22.1% | +8.3% | +13.8% | +15.4% |
| 30D | -23.8% | -10.4% | -13.3% | -15.8% |
| 3M | -7.6% | -13.2% | +5.6% | +4.1% |
| 6M | +6.9% | -23.9% | +30.8% | +33.5% |
| YTD | +127.7% | +34.2% | +93.5% | +93.7% |
| 1Y | +144.5% | +22.2% | +122.3% | +120.6% |
| 3Y | +377.8% | +79.2% | +298.6% | +217.1% |
| All | +499.0% | +37.5% | +461.5% | +345.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling