+946.7%
XLB vs ASX
+2,948.3%
-2,001.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.2% | -2.1% |
| 7D | -1.5% | -19.9% | +18.4% | +2.6% |
| 30D | +6.1% | -30.9% | +36.9% | +13.2% |
| 3M | 0.0% | -15.1% | +15.1% | +1.7% |
| 6M | 0.0% | -6.5% | +6.4% | -2.4% |
| YTD | +16.0% | +98.4% | -82.4% | -4.6% |
| 1Y | +24.7% | +107.9% | -83.1% | +1.4% |
| 3Y | +40.4% | +325.3% | -284.9% | -5.5% |
| 5Y | +30.7% | +447.3% | -416.6% | -18.4% |
| 10Y | +173.3% | +763.2% | -589.9% | +46.9% |
| All | +946.7% | +2,948.3% | -2,001.7% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling