+415.3%
ASX vs FITB
+44.6%
+370.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.7% |
| 7D | -19.9% | -1.5% | -18.4% | -19.3% |
| 30D | -30.9% | +5.8% | -36.7% | -32.4% |
| 3M | -15.1% | -6.1% | -9.0% | -12.8% |
| 6M | -6.5% | +5.9% | -12.4% | -8.9% |
| YTD | +98.4% | +16.1% | +82.3% | +84.5% |
| 1Y | +107.9% | +28.8% | +79.0% | +84.5% |
| 3Y | +325.3% | +126.0% | +199.3% | +186.7% |
| All | +415.3% | +44.6% | +370.7% | +334.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling