+1,008.4%
ASX vs EXC
+201.2%
+807.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.1% |
| 7D | +22.1% | -1.9% | +24.0% | +22.7% |
| 30D | -23.8% | +7.8% | -31.5% | -25.5% |
| 3M | -7.6% | +1.9% | -9.5% | -8.4% |
| 6M | +6.9% | +3.4% | +3.6% | +4.8% |
| YTD | +127.7% | +7.6% | +120.1% | +119.2% |
| 1Y | +144.5% | +2.1% | +142.4% | +139.3% |
| 3Y | +377.8% | +29.6% | +348.2% | +315.7% |
| 5Y | +498.2% | +39.5% | +458.7% | +395.3% |
| All | +1,008.4% | +201.2% | +807.2% | +596.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling