+742.4%
XLV vs ASX
+3,870.6%
-3,128.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -0.8% |
| 7D | -3.7% | +11.1% | -14.8% | -5.0% |
| 30D | -1.1% | +9.6% | -10.7% | -2.5% |
| 3M | +8.2% | +18.6% | -10.4% | +4.6% |
| 6M | +8.9% | +92.1% | -83.2% | -2.1% |
| YTD | +8.5% | +158.5% | -149.9% | -6.6% |
| 1Y | +22.3% | +271.9% | -249.6% | -0.4% |
| 3Y | +32.6% | +465.2% | -432.6% | -0.1% |
| 5Y | +34.4% | +479.4% | -445.0% | -1.0% |
| 10Y | +175.4% | +992.0% | -816.6% | +79.0% |
| All | +742.4% | +3,870.6% | -3,128.2% | +290.7% |
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