+75.2%
XLF vs ASX
+443.1%
-368.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -1.9% |
| 7D | +0.2% | +6.3% | -6.1% | -0.4% |
| 30D | -0.5% | +6.4% | -6.9% | -1.2% |
| 3M | +10.6% | +13.1% | -2.5% | +8.4% |
| 6M | +14.3% | +90.3% | -76.0% | +3.6% |
| YTD | +5.5% | +149.6% | -144.1% | -8.4% |
| 1Y | +9.6% | +249.2% | -239.6% | -10.2% |
| 3Y | +75.2% | +445.9% | -370.7% | +23.5% |
| All | +75.2% | +443.1% | -368.0% | +23.5% |
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