+133.0%
ASX vs XRT
+15.8%
+117.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.4% |
| 7D | -9.1% | +4.1% | -13.2% | -9.6% |
| 30D | -23.6% | +9.9% | -33.5% | -25.4% |
| 3M | -5.6% | +2.3% | -7.9% | -4.8% |
| 6M | +4.7% | +9.6% | -4.9% | 0.0% |
| YTD | +122.6% | +9.1% | +113.4% | +107.2% |
| 1Y | +133.0% | +16.2% | +116.8% | +114.8% |
| All | +133.0% | +15.8% | +117.2% | +114.8% |
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