+887.2%
ASX vs FIVE
+562.8%
+324.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -9.1% | +7.3% | -16.5% | -10.8% |
| 30D | -23.6% | +18.1% | -41.6% | -27.1% |
| 3M | -5.6% | +7.7% | -13.3% | -8.1% |
| 6M | +4.7% | +13.6% | -8.9% | -0.3% |
| YTD | +122.6% | +34.6% | +88.0% | +100.8% |
| 1Y | +133.0% | +66.2% | +66.8% | +97.1% |
| 3Y | +367.1% | +43.5% | +323.7% | +283.9% |
| 5Y | +504.7% | +20.7% | +484.1% | +404.0% |
| 10Y | +887.2% | +541.5% | +345.8% | +525.6% |
| All | +887.2% | +562.8% | +324.5% | +525.6% |
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