+310.3%
XLF vs ASX
+3,326.1%
-3,015.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | +2.7% | +12.4% | -9.7% | -0.1% |
| 30D | +7.6% | -19.8% | +27.4% | +11.5% |
| 3M | +1.1% | -10.3% | +11.4% | +1.4% |
| 6M | +15.9% | +1.2% | +14.7% | +10.5% |
| YTD | +8.4% | +123.0% | -114.6% | -15.0% |
| 1Y | +12.5% | +145.4% | -132.9% | -13.9% |
| 3Y | +81.6% | +368.6% | -287.1% | +14.8% |
| 5Y | +59.3% | +486.0% | -426.8% | -6.9% |
| 10Y | +225.4% | +941.0% | -715.6% | +56.3% |
| All | +310.3% | +3,326.1% | -3,015.8% | +20.0% |
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