+325.3%
ASX vs XYL
+5.2%
+320.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.6% | +7.1% |
| 7D | -19.9% | +5.9% | -25.8% | -21.5% |
| 30D | -30.9% | -3.9% | -27.0% | -31.1% |
| 3M | -15.1% | -18.7% | +3.6% | -8.6% |
| 6M | -6.5% | -16.9% | +10.4% | -1.4% |
| YTD | +98.4% | -27.4% | +125.8% | +122.1% |
| 1Y | +107.9% | -34.0% | +141.9% | +146.6% |
| 3Y | +325.3% | +5.6% | +319.7% | +240.7% |
| All | +325.3% | +5.2% | +320.0% | +240.7% |
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