+789.4%
XLI vs ASX
+3,211.4%
-2,422.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.6% | -4.8% | +2.1% |
| 7D | -0.5% | -12.3% | +11.8% | +1.7% |
| 30D | -0.2% | -26.0% | +25.8% | +5.0% |
| 3M | -8.6% | -8.1% | -0.4% | -8.3% |
| 6M | -2.0% | +1.4% | -3.4% | -5.2% |
| YTD | +9.7% | +115.6% | -105.8% | -9.8% |
| 1Y | +11.4% | +128.0% | -116.6% | -9.6% |
| 3Y | +74.2% | +371.4% | -297.2% | +18.6% |
| 5Y | +70.0% | +469.4% | -399.4% | +9.0% |
| 10Y | +235.2% | +842.6% | -607.4% | +84.6% |
| All | +789.4% | +3,211.4% | -2,422.0% | +207.0% |
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