+146.5%
ASX vs XRT
+18.0%
+128.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.5% | -9.5% | -5.0% |
| 7D | -14.6% | +8.0% | -22.6% | -16.0% |
| 30D | -21.1% | +13.0% | -34.1% | -24.1% |
| 3M | -3.1% | +1.7% | -4.8% | -1.7% |
| 6M | +17.4% | +12.6% | +4.8% | +10.4% |
| YTD | +135.3% | +10.7% | +124.7% | +117.8% |
| 1Y | +146.5% | +18.4% | +128.1% | +122.2% |
| All | +146.5% | +18.0% | +128.5% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling