+842.6%
ASX vs FTI
+185.2%
+657.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.7% | +7.9% | +8.5% |
| 7D | -12.3% | -4.3% | -8.0% | -11.1% |
| 30D | -26.0% | -8.0% | -18.0% | -24.4% |
| 3M | -8.1% | -8.0% | -0.1% | -6.2% |
| 6M | +1.4% | -8.7% | +10.1% | +3.4% |
| YTD | +115.6% | +43.9% | +71.7% | +98.1% |
| 1Y | +128.0% | +49.8% | +78.2% | +107.5% |
| 3Y | +371.4% | +211.7% | +159.7% | +259.8% |
| 5Y | +469.4% | +781.6% | -312.1% | +235.3% |
| 10Y | +842.6% | +180.2% | +662.5% | +492.1% |
| All | +842.6% | +185.2% | +657.5% | +492.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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