+59.5%
XLF vs ASX
+538.6%
-479.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -6.0% | -0.3% |
| 7D | -1.0% | +0.8% | -1.8% | -1.5% |
| 30D | +6.5% | -20.4% | +26.9% | +9.2% |
| 3M | +1.8% | -2.1% | +3.9% | +0.8% |
| 6M | +15.4% | +8.2% | +7.1% | +10.1% |
| YTD | +8.4% | +137.3% | -128.9% | -13.1% |
| 1Y | +11.9% | +155.0% | -143.1% | -11.8% |
| 3Y | +81.1% | +397.9% | -316.8% | +14.9% |
| 5Y | +59.5% | +529.2% | -469.8% | -9.8% |
| All | +59.5% | +538.6% | -479.1% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling