+1,263.2%
ASX vs ESI
+224.6%
+1,038.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.8% |
| 7D | -0.7% | +3.3% | -4.0% | -2.0% |
| 30D | +2.0% | -5.9% | +7.9% | +4.3% |
| 3M | -1.3% | -14.1% | +12.8% | +5.2% |
| 6M | +71.4% | +6.6% | +64.9% | +70.4% |
| YTD | +135.3% | +45.0% | +90.3% | +110.9% |
| 1Y | +267.5% | +41.5% | +226.0% | +231.6% |
| 3Y | +388.5% | +78.8% | +309.7% | +309.0% |
| 5Y | +417.1% | +70.9% | +346.2% | +336.4% |
| 10Y | +872.7% | +317.1% | +555.7% | +546.2% |
| All | +1,263.2% | +224.6% | +1,038.6% | +812.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling