+858.4%
ASX vs EXEL
+397.6%
+460.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.7% | +8.4% | -9.1% | -1.8% |
| 30D | +2.0% | +4.1% | -2.1% | +1.2% |
| 3M | -1.3% | +12.4% | -13.8% | -3.2% |
| 6M | +71.4% | +41.5% | +29.9% | +62.7% |
| YTD | +135.3% | +34.6% | +100.7% | +124.6% |
| 1Y | +267.5% | +57.9% | +209.6% | +241.4% |
| 3Y | +388.5% | +159.5% | +229.0% | +316.3% |
| 5Y | +417.1% | +198.5% | +218.6% | +327.6% |
| All | +858.4% | +397.6% | +460.9% | +663.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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