+504.7%
ASX vs FFIV
+41.1%
+463.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -9.1% | -4.2% | -5.0% | -6.4% |
| 30D | -23.6% | -33.9% | +10.3% | -6.5% |
| 3M | -5.6% | -22.6% | +17.0% | +5.5% |
| 6M | +4.7% | -10.4% | +15.1% | +8.1% |
| YTD | +122.6% | +24.3% | +98.3% | +89.2% |
| 1Y | +133.0% | +31.8% | +101.2% | +91.1% |
| 3Y | +367.1% | +99.5% | +267.6% | +172.5% |
| 5Y | +504.7% | +40.7% | +464.0% | +318.8% |
| All | +504.7% | +41.1% | +463.6% | +318.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling