+43.2%
XLB vs ASX
+366.9%
-323.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +0.5% | +12.4% | -11.9% | -1.0% |
| 30D | +5.2% | -19.8% | +25.0% | +7.4% |
| 3M | +0.3% | -10.3% | +10.6% | +0.5% |
| 6M | +1.2% | +1.2% | -0.1% | -2.2% |
| YTD | +16.6% | +123.0% | -106.4% | -3.3% |
| 1Y | +21.4% | +145.4% | -124.0% | -1.3% |
| 3Y | +43.2% | +368.6% | -325.4% | -6.0% |
| All | +43.2% | +366.9% | -323.7% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling