+164.5%
XLB vs ASX
+973.8%
-809.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.9% |
| 7D | -2.9% | +11.1% | -14.1% | -5.4% |
| 30D | -3.4% | +9.6% | -13.0% | -5.8% |
| 3M | +1.6% | +18.6% | -17.0% | -4.5% |
| 6M | +3.6% | +92.1% | -88.5% | -15.1% |
| YTD | +14.2% | +158.5% | -144.2% | -14.0% |
| 1Y | +15.6% | +271.9% | -256.3% | -21.8% |
| 3Y | +33.1% | +465.2% | -432.1% | -23.0% |
| 5Y | +35.0% | +479.4% | -444.4% | -25.1% |
| 10Y | +164.5% | +992.0% | -827.4% | +9.8% |
| All | +164.5% | +973.8% | -809.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 10y: compounded portfolio wealth divided by compounded ASX 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…
10y analysis · Full analysis span regression · 6 months rolling