+529.2%
ASX vs XRT
-1.3%
+530.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.6% |
| 7D | +0.8% | -1.4% | +2.3% | +2.2% |
| 30D | -20.4% | +9.8% | -30.2% | -25.3% |
| 3M | -2.1% | +3.3% | -5.4% | -4.9% |
| 6M | +8.2% | +13.6% | -5.4% | -1.5% |
| YTD | +137.3% | +9.1% | +128.2% | +121.3% |
| 1Y | +155.0% | +15.1% | +139.9% | +129.1% |
| 3Y | +397.9% | +59.9% | +338.0% | +251.2% |
| 5Y | +529.2% | -1.7% | +531.0% | +475.9% |
| All | +529.2% | -1.3% | +530.5% | +475.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling