+4,095.6%
ASX vs EXPE
+729.3%
+3,366.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.2% | +6.0% |
| 7D | +0.8% | -17.8% | +18.6% | +6.8% |
| 30D | -20.4% | -3.2% | -17.2% | -20.1% |
| 3M | -2.1% | -19.0% | +16.8% | +2.3% |
| 6M | +8.2% | +17.7% | -9.5% | +0.8% |
| YTD | +137.3% | -7.8% | +145.0% | +132.5% |
| 1Y | +155.0% | -1.4% | +156.4% | +144.7% |
| 3Y | +397.9% | +121.9% | +276.0% | +261.6% |
| 5Y | +529.2% | +44.3% | +485.0% | +396.8% |
| 10Y | +1,007.5% | +125.4% | +882.1% | +598.8% |
| All | +4,095.6% | +729.3% | +3,366.3% | +1,104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling