+3,197.0%
ASX vs EXPE
+769.8%
+2,427.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -13.7% | -7.0% | -17.0% |
| 7D | -33.3% | -3.6% | -29.7% | -32.5% |
| 30D | -36.5% | +4.8% | -41.2% | -37.5% |
| 3M | -19.2% | -14.6% | -4.6% | -16.6% |
| 6M | -10.2% | +10.0% | -20.2% | -14.9% |
| YTD | +86.5% | -3.3% | +89.7% | +80.6% |
| 1Y | +89.6% | +28.4% | +61.2% | +67.9% |
| 3Y | +298.6% | +145.1% | +153.5% | +181.6% |
| 5Y | +414.3% | +51.6% | +362.6% | +301.1% |
| 10Y | +711.1% | +128.8% | +582.2% | +410.4% |
| All | +3,197.0% | +769.8% | +2,427.2% | +835.7% |
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