+367.1%
ASX vs EXC
+29.1%
+338.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.1% |
| 7D | -9.1% | +0.1% | -9.2% | -9.0% |
| 30D | -23.6% | +9.0% | -32.6% | -20.4% |
| 3M | -5.6% | +3.3% | -8.9% | -3.9% |
| 6M | +4.7% | +5.7% | -1.0% | +7.6% |
| YTD | +122.6% | +7.3% | +115.2% | +130.3% |
| 1Y | +133.0% | +2.9% | +130.1% | +138.3% |
| 3Y | +367.1% | +29.3% | +337.8% | +401.3% |
| All | +367.1% | +29.1% | +338.0% | +401.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling