+304.8%
XLF vs ASX
+3,515.0%
-3,210.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | +0.2% | +2.0% | -1.8% | -0.5% |
| 3M | +11.7% | -1.3% | +13.0% | +9.8% |
| 6M | +13.8% | +71.4% | -57.6% | -2.7% |
| YTD | +7.0% | +135.3% | -128.3% | -15.5% |
| 1Y | +9.1% | +267.5% | -258.3% | -23.2% |
| 3Y | +75.6% | +388.5% | -312.9% | +12.0% |
| 5Y | +66.4% | +417.1% | -350.7% | +1.9% |
| 10Y | +250.3% | +872.7% | -622.5% | +74.0% |
| All | +304.8% | +3,515.0% | -3,210.2% | +19.2% |
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 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