+135.4%
XLP vs ASX
+878.5%
-743.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.1% |
| 7D | +2.3% | -9.1% | +11.5% | +2.8% |
| 30D | +9.1% | -23.6% | +32.7% | +10.7% |
| 3M | +7.9% | -5.6% | +13.5% | +7.4% |
| 6M | +9.6% | +4.7% | +4.9% | +6.9% |
| YTD | +19.4% | +122.6% | -103.1% | +7.1% |
| 1Y | +22.4% | +133.0% | -110.6% | +9.1% |
| 3Y | +43.2% | +367.1% | -323.9% | +14.4% |
| 5Y | +42.6% | +504.7% | -462.2% | +7.5% |
| 10Y | +135.4% | +887.2% | -751.8% | +55.2% |
| All | +135.4% | +878.5% | -743.1% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling