+43.7%
XLP vs ASX
+298.6%
-254.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -20.8% | +20.0% | -1.6% |
| 7D | +3.5% | -33.3% | +36.8% | +1.9% |
| 30D | +11.6% | -36.5% | +48.0% | +9.8% |
| 3M | +7.6% | -19.2% | +26.8% | +6.8% |
| 6M | +10.0% | -10.2% | +20.3% | +9.1% |
| YTD | +19.7% | +86.5% | -66.7% | +18.2% |
| 1Y | +23.5% | +89.6% | -66.2% | +21.9% |
| All | +43.7% | +298.6% | -254.9% | +35.1% |
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 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