+748.4%
ASX vs FIVE
+563.4%
+185.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.5% |
| 7D | -19.9% | -0.3% | -19.7% | -19.7% |
| 30D | -30.9% | +17.7% | -48.5% | -34.0% |
| 3M | -15.1% | +4.0% | -19.1% | -16.6% |
| 6M | -6.5% | +2.6% | -9.1% | -8.3% |
| YTD | +98.4% | +27.6% | +70.9% | +81.8% |
| 1Y | +107.9% | +59.9% | +47.9% | +77.8% |
| 3Y | +325.3% | +35.8% | +289.5% | +255.2% |
| 5Y | +447.3% | +14.4% | +432.9% | +363.2% |
| All | +748.4% | +563.4% | +185.0% | +454.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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