+504.7%
ASX vs Z
-56.4%
+561.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.8% | +4.4% |
| 7D | -9.1% | -6.5% | -2.7% | -7.6% |
| 30D | -23.6% | -0.1% | -23.5% | -24.0% |
| 3M | -5.6% | -14.1% | +8.5% | -3.7% |
| 6M | +4.7% | -30.1% | +34.7% | +11.5% |
| YTD | +122.6% | -57.5% | +180.1% | +167.2% |
| 1Y | +133.0% | -60.3% | +193.3% | +184.4% |
| 3Y | +367.1% | -21.0% | +388.2% | +339.6% |
| 5Y | +504.7% | -54.9% | +559.7% | +503.7% |
| All | +504.7% | -56.4% | +561.2% | +503.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling