+748.4%
ASX vs EXPE
+115.0%
+633.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.9% | +11.3% | +7.7% |
| 7D | -19.9% | -9.3% | -10.6% | -17.6% |
| 30D | -30.9% | +0.1% | -31.0% | -31.2% |
| 3M | -15.1% | -15.3% | +0.2% | -12.2% |
| 6M | -6.5% | +5.5% | -11.9% | -10.6% |
| YTD | +98.4% | -8.0% | +106.4% | +94.5% |
| 1Y | +107.9% | +18.9% | +89.0% | +86.7% |
| 3Y | +325.3% | +135.5% | +189.7% | +193.9% |
| 5Y | +447.3% | +44.3% | +403.0% | +321.2% |
| All | +748.4% | +115.0% | +633.4% | +364.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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