+748.4%
ASX vs XRT
+149.4%
+599.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.7% | +8.2% | +7.4% |
| 7D | -19.9% | +0.9% | -20.8% | -20.3% |
| 30D | -30.9% | +7.9% | -38.8% | -34.0% |
| 3M | -15.1% | -0.2% | -14.9% | -15.7% |
| 6M | -6.5% | +5.6% | -12.0% | -10.2% |
| YTD | +98.4% | +5.7% | +92.8% | +90.4% |
| 1Y | +107.9% | +14.6% | +93.3% | +90.3% |
| 3Y | +325.3% | +50.7% | +274.6% | +232.4% |
| 5Y | +447.3% | -4.8% | +452.1% | +428.8% |
| All | +748.4% | +149.4% | +599.0% | +388.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling