+486.8%
ASX vs XYL
-23.3%
+510.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +12.4% | -3.7% | +16.1% | +14.2% |
| 30D | -19.8% | -8.3% | -11.5% | -18.3% |
| 3M | -10.3% | -21.4% | +11.1% | -0.9% |
| 6M | +1.2% | -12.9% | +14.2% | +4.8% |
| YTD | +123.0% | -30.1% | +153.1% | +158.4% |
| 1Y | +145.4% | -35.2% | +180.6% | +197.4% |
| 3Y | +368.6% | -0.8% | +369.4% | +330.6% |
| All | +486.8% | -23.3% | +510.1% | +478.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling