+64.4%
XLF vs ASX
+490.0%
-425.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -1.0% |
| 7D | -1.0% | +11.1% | -12.2% | -2.7% |
| 30D | -1.3% | +9.6% | -10.9% | -2.9% |
| 3M | +9.1% | +18.6% | -9.5% | +4.6% |
| 6M | +14.4% | +92.1% | -77.8% | -1.7% |
| YTD | +5.1% | +158.5% | -153.4% | -15.6% |
| 1Y | +8.6% | +271.9% | -263.3% | -20.1% |
| 3Y | +74.4% | +465.2% | -390.8% | +10.2% |
| 5Y | +64.4% | +479.4% | -415.1% | -2.2% |
| All | +64.4% | +490.0% | -425.7% | -2.2% |
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