+1,008.4%
ASX vs FIVE
+505.3%
+503.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.6% |
| 7D | +22.1% | +2.4% | +19.7% | +21.3% |
| 30D | -23.8% | +15.8% | -39.6% | -26.9% |
| 3M | -7.6% | +3.8% | -11.4% | -9.0% |
| 6M | +6.9% | +18.5% | -11.6% | +0.6% |
| YTD | +127.7% | +31.2% | +96.5% | +106.9% |
| 1Y | +144.5% | +61.8% | +82.7% | +108.4% |
| 3Y | +377.8% | +39.9% | +337.9% | +295.4% |
| 5Y | +498.2% | +18.3% | +479.9% | +401.3% |
| All | +1,008.4% | +505.3% | +503.0% | +596.5% |
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