+14.9%
XLB vs ASX
+256.3%
-241.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.0% | -1.4% |
| 7D | -0.2% | +6.3% | -6.6% | -0.8% |
| 30D | -1.7% | +6.4% | -8.2% | -2.3% |
| 3M | +4.4% | +13.1% | -8.8% | +2.1% |
| 6M | +5.0% | +90.3% | -85.3% | -3.5% |
| YTD | +15.5% | +149.6% | -134.2% | +5.7% |
| 1Y | +14.9% | +249.2% | -234.3% | +3.0% |
| All | +14.9% | +256.3% | -241.4% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling