+1,007.5%
ASX vs FFIV
+130.1%
+877.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.2% |
| 7D | +0.8% | -2.9% | +3.8% | +2.9% |
| 30D | -20.4% | -32.4% | +12.0% | -5.5% |
| 3M | -2.1% | -22.7% | +20.6% | +8.6% |
| 6M | +8.2% | -10.7% | +18.9% | +12.3% |
| YTD | +137.3% | +25.4% | +111.9% | +107.5% |
| 1Y | +155.0% | +34.2% | +120.8% | +115.5% |
| 3Y | +397.9% | +101.2% | +296.7% | +233.6% |
| 5Y | +529.2% | +42.0% | +487.3% | +385.8% |
| 10Y | +1,007.5% | +126.7% | +880.8% | +564.4% |
| All | +1,007.5% | +130.1% | +877.5% | +564.4% |
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