+368.6%
ASX vs XYL
-0.5%
+369.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +12.4% | -3.7% | +16.1% | +13.7% |
| 30D | -19.8% | -8.3% | -11.5% | -18.8% |
| 3M | -10.3% | -21.4% | +11.1% | -2.6% |
| 6M | +1.2% | -12.9% | +14.2% | +3.4% |
| YTD | +123.0% | -30.1% | +153.1% | +152.3% |
| 1Y | +145.4% | -35.2% | +180.6% | +190.5% |
| 3Y | +368.6% | -0.8% | +369.4% | +302.2% |
| All | +368.6% | -0.5% | +369.1% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling