+325.3%
ASX vs EXC
+26.3%
+299.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.0% | +8.4% | +5.6% |
| 7D | -19.9% | -1.2% | -18.8% | -20.2% |
| 30D | -30.9% | +10.0% | -40.8% | -27.8% |
| 3M | -15.1% | +1.6% | -16.7% | -14.1% |
| 6M | -6.5% | +3.3% | -9.7% | -4.5% |
| YTD | +98.4% | +7.6% | +90.9% | +105.4% |
| 1Y | +107.9% | +3.5% | +104.4% | +112.9% |
| 3Y | +325.3% | +27.7% | +297.6% | +362.0% |
| All | +325.3% | +26.3% | +299.0% | +362.0% |
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