+2,793.8%
ASX vs FFIV
+1,691.0%
+1,102.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.5% | -15.3% | -19.5% |
| 7D | -33.3% | -14.2% | -19.1% | -30.6% |
| 30D | -36.5% | -33.6% | -2.8% | -30.4% |
| 3M | -19.2% | -24.2% | +5.0% | -14.3% |
| 6M | -10.2% | -8.3% | -1.9% | -8.7% |
| YTD | +86.5% | +22.1% | +64.3% | +77.1% |
| 1Y | +89.6% | +26.5% | +63.2% | +78.6% |
| 3Y | +298.6% | +102.3% | +196.3% | +235.9% |
| 5Y | +414.3% | +40.6% | +373.6% | +369.7% |
| 10Y | +711.1% | +129.7% | +581.4% | +558.0% |
| All | +2,793.8% | +1,691.0% | +1,102.8% | +1,031.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling