+164.7%
XLB vs ASX
+985.1%
-820.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | -0.4% |
| 7D | 0.0% | +22.1% | -22.1% | -4.6% |
| 30D | +5.3% | -23.8% | +29.0% | +10.4% |
| 3M | 0.0% | -7.6% | +7.6% | -0.3% |
| 6M | +1.2% | +6.9% | -5.7% | -5.1% |
| YTD | +16.9% | +127.7% | -110.8% | -11.1% |
| 1Y | +20.9% | +144.5% | -123.6% | -9.9% |
| 3Y | +43.3% | +377.8% | -334.5% | -15.2% |
| 5Y | +28.3% | +498.2% | -469.9% | -31.1% |
| All | +164.7% | +985.1% | -820.4% | +8.6% |
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