+2,058.3%
ASX vs FIVE
+868.1%
+1,190.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.1% |
| 7D | -0.7% | +4.3% | -5.0% | -1.8% |
| 30D | +2.0% | +12.5% | -10.5% | -1.4% |
| 3M | -1.3% | +31.2% | -32.6% | -8.4% |
| 6M | +71.4% | +14.4% | +57.1% | +63.8% |
| YTD | +135.3% | +33.9% | +101.4% | +116.0% |
| 1Y | +267.5% | +65.1% | +202.4% | +219.0% |
| 3Y | +388.5% | +49.0% | +339.5% | +308.2% |
| 5Y | +417.1% | +30.3% | +386.8% | +333.7% |
| 10Y | +872.7% | +481.1% | +391.6% | +515.0% |
| All | +2,058.3% | +868.1% | +1,190.1% | +1,131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling