+299.6%
ASX vs FIVE
+35.4%
+264.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.3% | -16.5% | -19.7% |
| 7D | -33.3% | -1.7% | -31.6% | -32.9% |
| 30D | -36.5% | +14.9% | -51.4% | -38.4% |
| 3M | -19.2% | +7.6% | -26.8% | -21.0% |
| 6M | -10.2% | +6.4% | -16.6% | -12.4% |
| YTD | +86.5% | +28.1% | +58.4% | +73.4% |
| 1Y | +89.6% | +54.7% | +34.9% | +68.2% |
| All | +299.6% | +35.4% | +264.2% | +215.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling