+145.4%
ASX vs FFIV
+28.7%
+116.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.6% | -0.9% |
| 7D | +12.4% | -0.5% | +12.9% | +12.8% |
| 30D | -19.8% | -32.4% | +12.6% | -9.1% |
| 3M | -10.3% | -25.7% | +15.4% | -2.4% |
| 6M | +1.2% | -13.5% | +14.7% | +6.1% |
| YTD | +123.0% | +21.1% | +101.9% | +114.3% |
| 1Y | +145.4% | +29.4% | +116.0% | +131.9% |
| All | +145.4% | +28.7% | +116.7% | +131.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling