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  • ASX vs XRT✓SelectedUSD · XRTASX vs XRT performance historyLatest closeAs of+0.21%09/04
Stock and ETF performance explorer

ASX vs XRT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,074.5%
XRT return
+514.3%
Excess return
+2,560.2%
Maximum drawdown
-74.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioXRTExcessAlpha
1D+0.2%+1.0%-0.8%-0.4%
7D-0.7%+0.8%-1.5%-1.2%
30D+2.0%-4.2%+6.2%+4.4%
3M-1.3%+5.1%-6.4%-4.7%
6M+71.4%+2.4%+69.0%+68.6%
YTD+135.3%+3.2%+132.1%+129.7%
1Y+267.5%+1.5%+266.0%+260.7%
3Y+388.5%+40.6%+347.9%+290.7%
5Y+417.1%-1.0%+418.1%+399.8%
10Y+872.7%+128.4%+744.3%+410.3%
All+3,074.5%+514.3%+2,560.2%+620.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling