+92.7%
USB vs ASX
+702.7%
-610.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -20.8% | +18.7% | +2.3% |
| 7D | -1.5% | -33.3% | +31.8% | +6.7% |
| 30D | +4.3% | -36.5% | +40.8% | +13.7% |
| 3M | -6.1% | -19.2% | +13.1% | -3.6% |
| 6M | +9.4% | -10.2% | +19.6% | +6.5% |
| YTD | +15.2% | +86.5% | -71.3% | -8.5% |
| 1Y | +32.8% | +89.6% | -56.9% | +4.8% |
| 3Y | +91.3% | +298.6% | -207.3% | +18.2% |
| 5Y | +22.7% | +414.3% | -391.6% | -31.6% |
| All | +92.7% | +702.7% | -610.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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