+432.3%
ASX vs FICO
+99.8%
+332.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.9% | +3.4% |
| 7D | -0.7% | -19.2% | +18.5% | +3.0% |
| 30D | +2.0% | -14.6% | +16.6% | +4.4% |
| 3M | -1.3% | -20.1% | +18.8% | 0.0% |
| 6M | +71.4% | -36.3% | +107.8% | +82.5% |
| YTD | +135.3% | -44.9% | +180.2% | +160.3% |
| 1Y | +267.5% | -38.6% | +306.1% | +284.1% |
| 3Y | +388.5% | +4.0% | +384.5% | +291.3% |
| All | +432.3% | +99.8% | +332.5% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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