+155.0%
ASX vs FIVE
+66.9%
+88.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +6.9% |
| 7D | +0.8% | -0.5% | +1.3% | +1.1% |
| 30D | -20.4% | +17.4% | -37.8% | -22.6% |
| 3M | -2.1% | +7.0% | -9.2% | -3.9% |
| 6M | +8.2% | +20.5% | -12.2% | +2.5% |
| YTD | +137.3% | +33.1% | +104.2% | +119.9% |
| 1Y | +155.0% | +67.1% | +87.9% | +132.9% |
| All | +155.0% | +66.9% | +88.1% | +132.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling