+127.5%
XLC vs ASX
+852.5%
-724.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -1.0% |
| 7D | +4.9% | -19.9% | +24.8% | +9.4% |
| 30D | -5.8% | -30.9% | +25.1% | +0.9% |
| 3M | -5.4% | -15.1% | +9.7% | -4.0% |
| 6M | -10.2% | -6.5% | -3.7% | -13.6% |
| YTD | -10.2% | +98.4% | -108.6% | -30.9% |
| 1Y | -5.6% | +107.9% | -113.5% | -28.5% |
| 3Y | +61.0% | +325.3% | -264.3% | -6.4% |
| 5Y | +35.2% | +447.3% | -412.1% | -29.7% |
| All | +127.5% | +852.5% | -724.9% | -8.8% |
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 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