+71.6%
XLI vs ASX
+381.9%
-310.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.7% |
| 7D | -1.5% | -9.1% | +7.6% | -0.2% |
| 30D | -0.3% | -23.6% | +23.3% | +3.8% |
| 3M | -8.4% | -5.6% | -2.7% | -8.7% |
| 6M | -2.1% | +4.7% | -6.8% | -6.1% |
| YTD | +9.6% | +122.6% | -112.9% | -11.5% |
| 1Y | +10.7% | +133.0% | -122.3% | -11.7% |
| 3Y | +71.6% | +367.1% | -295.6% | +9.2% |
| All | +71.6% | +381.9% | -310.3% | +9.2% |
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 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