+951.7%
XLB vs ASX
+3,515.0%
-2,563.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -0.4% | +2.0% | -2.4% | -1.0% |
| 3M | +2.0% | -1.3% | +3.3% | +0.5% |
| 6M | +1.8% | +71.4% | -69.6% | -11.7% |
| YTD | +16.6% | +135.3% | -118.7% | -6.0% |
| 1Y | +16.9% | +267.5% | -250.5% | -15.2% |
| 3Y | +32.6% | +388.5% | -355.9% | -11.9% |
| 5Y | +35.6% | +417.1% | -381.5% | -13.0% |
| 10Y | +160.0% | +872.7% | -712.7% | +38.4% |
| All | +951.7% | +3,515.0% | -2,563.3% | +263.1% |
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