+842.6%
ASX vs FITB
+247.7%
+595.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +7.8% |
| 7D | -12.3% | -1.1% | -11.2% | -11.8% |
| 30D | -26.0% | +7.3% | -33.3% | -27.6% |
| 3M | -8.1% | -4.0% | -4.1% | -6.7% |
| 6M | +1.4% | +11.9% | -10.5% | -2.6% |
| YTD | +115.6% | +19.0% | +96.6% | +101.8% |
| 1Y | +128.0% | +31.0% | +97.0% | +106.3% |
| 3Y | +371.4% | +143.8% | +227.6% | +240.3% |
| 5Y | +469.4% | +48.9% | +420.5% | +375.7% |
| 10Y | +842.6% | +236.6% | +606.0% | +539.3% |
| All | +842.6% | +247.7% | +595.0% | +539.3% |
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