+985.8%
ASX vs EXC
+205.3%
+780.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | +12.4% | +1.4% | +11.0% | +12.0% |
| 30D | -19.8% | +8.6% | -28.4% | -21.8% |
| 3M | -10.3% | +2.4% | -12.7% | -11.2% |
| 6M | +1.2% | +6.5% | -5.2% | -1.6% |
| YTD | +123.0% | +9.0% | +114.0% | +114.0% |
| 1Y | +145.4% | +4.6% | +140.9% | +138.5% |
| 3Y | +368.6% | +33.5% | +335.1% | +303.5% |
| 5Y | +486.0% | +41.4% | +444.6% | +383.5% |
| All | +985.8% | +205.3% | +780.5% | +580.1% |
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