+1,134.7%
XLY vs ASX
+3,870.6%
-2,736.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.9% | -2.1% |
| 7D | -2.1% | +11.1% | -13.2% | -4.3% |
| 30D | -6.0% | +9.6% | -15.6% | -8.1% |
| 3M | -2.7% | +18.6% | -21.4% | -7.7% |
| 6M | -1.5% | +92.1% | -93.6% | -16.4% |
| YTD | -5.4% | +158.5% | -163.9% | -25.2% |
| 1Y | -3.8% | +271.9% | -275.7% | -30.0% |
| 3Y | +36.6% | +465.2% | -428.7% | -10.9% |
| 5Y | +27.4% | +479.4% | -452.1% | -18.6% |
| 10Y | +218.2% | +992.0% | -773.8% | +71.7% |
| All | +1,134.7% | +3,870.6% | -2,736.0% | +319.0% |
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 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