+1,008.4%
ASX vs FFIV
+124.6%
+883.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | +22.1% | +1.9% | +20.2% | +21.1% |
| 30D | -23.8% | -33.3% | +9.5% | -8.8% |
| 3M | -7.6% | -24.9% | +17.3% | +4.0% |
| 6M | +6.9% | -10.5% | +17.4% | +10.9% |
| YTD | +127.7% | +24.4% | +103.2% | +99.8% |
| 1Y | +144.5% | +32.3% | +112.3% | +108.0% |
| 3Y | +377.8% | +99.7% | +278.1% | +221.2% |
| 5Y | +498.2% | +38.4% | +459.8% | +366.8% |
| All | +1,008.4% | +124.6% | +883.8% | +568.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling