+414.3%
ASX vs FIVE
+15.3%
+399.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.3% | -16.5% | -19.5% |
| 7D | -33.3% | -1.7% | -31.6% | -32.8% |
| 30D | -36.5% | +14.9% | -51.4% | -38.9% |
| 3M | -19.2% | +7.6% | -26.8% | -21.4% |
| 6M | -10.2% | +6.4% | -16.6% | -12.9% |
| YTD | +86.5% | +28.1% | +58.4% | +70.4% |
| 1Y | +89.6% | +54.7% | +34.9% | +63.5% |
| 3Y | +298.6% | +36.1% | +262.5% | +235.1% |
| 5Y | +414.3% | +14.9% | +399.4% | +322.6% |
| All | +414.3% | +15.3% | +399.0% | +322.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling