+124.6%
XLP vs ASX
+754.3%
-629.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -1.7% |
| 7D | +0.7% | -19.9% | +20.7% | +2.1% |
| 30D | +10.3% | -30.9% | +41.1% | +12.7% |
| 3M | +6.5% | -15.1% | +21.6% | +6.9% |
| 6M | +8.4% | -6.5% | +14.9% | +6.5% |
| YTD | +18.2% | +98.4% | -80.2% | +6.8% |
| 1Y | +22.4% | +107.9% | -85.4% | +9.9% |
| 3Y | +41.9% | +325.3% | -283.4% | +13.8% |
| 5Y | +40.9% | +447.3% | -406.4% | +6.6% |
| All | +124.6% | +754.3% | -629.7% | +49.1% |
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