+35.5%
XLV vs ASX
+444.1%
-408.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -3.6% | +5.2% | -8.8% | -4.0% |
| 30D | -1.8% | +0.5% | -2.3% | -2.0% |
| 3M | +7.8% | +8.3% | -0.5% | +6.1% |
| 6M | +9.1% | +82.0% | -72.9% | +0.4% |
| YTD | +7.7% | +147.6% | -139.9% | -4.8% |
| 1Y | +20.4% | +258.8% | -238.4% | +1.0% |
| 3Y | +30.8% | +452.1% | -421.3% | 0.0% |
| All | +35.5% | +444.1% | -408.7% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling