+748.4%
ASX vs EXC
+175.8%
+572.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.0% | +8.4% | +6.9% |
| 7D | -19.9% | -1.2% | -18.8% | -19.8% |
| 30D | -30.9% | +10.0% | -40.8% | -32.9% |
| 3M | -15.1% | +1.6% | -16.7% | -15.7% |
| 6M | -6.5% | +3.3% | -9.7% | -8.3% |
| YTD | +98.4% | +7.6% | +90.9% | +91.1% |
| 1Y | +107.9% | +3.5% | +104.4% | +102.5% |
| 3Y | +325.3% | +27.7% | +297.6% | +272.8% |
| 5Y | +447.3% | +41.1% | +406.2% | +350.8% |
| All | +748.4% | +175.8% | +572.6% | +440.8% |
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