+748.4%
ASX vs FITB
+247.4%
+501.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.7% |
| 7D | -19.9% | -1.5% | -18.4% | -19.4% |
| 30D | -30.9% | +5.8% | -36.7% | -32.1% |
| 3M | -15.1% | -6.1% | -9.0% | -13.2% |
| 6M | -6.5% | +5.9% | -12.4% | -8.5% |
| YTD | +98.4% | +16.1% | +82.3% | +87.3% |
| 1Y | +107.9% | +28.8% | +79.0% | +89.2% |
| 3Y | +325.3% | +126.0% | +199.3% | +215.4% |
| 5Y | +447.3% | +45.3% | +402.0% | +361.4% |
| All | +748.4% | +247.4% | +501.0% | +491.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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