+167.7%
XLB vs ASX
+849.3%
-681.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.6% | -6.7% | 0.0% |
| 7D | -1.4% | -12.3% | +10.9% | +0.9% |
| 30D | +7.1% | -26.0% | +33.1% | +13.1% |
| 3M | +0.6% | -8.1% | +8.7% | +0.4% |
| 6M | +3.5% | +1.4% | +2.1% | -1.7% |
| YTD | +18.2% | +115.6% | -97.3% | -8.8% |
| 1Y | +25.6% | +128.0% | -102.4% | -4.8% |
| 3Y | +46.7% | +371.4% | -324.7% | -13.1% |
| 5Y | +30.9% | +469.4% | -438.5% | -28.8% |
| 10Y | +167.7% | +842.6% | -674.9% | +12.8% |
| All | +167.7% | +849.3% | -681.6% | +12.8% |
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