+32.4%
XLY vs ASX
+452.5%
-420.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | +0.2% |
| 7D | -3.9% | +6.5% | -10.4% | -5.2% |
| 30D | -6.1% | +3.1% | -9.2% | -7.0% |
| 3M | -1.2% | +17.4% | -18.5% | -6.5% |
| 6M | -1.8% | +85.4% | -87.2% | -18.9% |
| YTD | -5.9% | +150.1% | -155.9% | -29.0% |
| 1Y | -3.1% | +256.3% | -259.4% | -34.9% |
| All | +32.4% | +452.5% | -420.1% | -31.0% |
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 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