+368.6%
ASX vs FTI
+212.2%
+156.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.8% |
| 7D | +12.4% | +4.3% | +8.1% | +10.7% |
| 30D | -19.8% | -4.7% | -15.1% | -18.3% |
| 3M | -10.3% | -13.5% | +3.2% | -5.6% |
| 6M | +1.2% | -8.7% | +9.9% | +4.0% |
| YTD | +123.0% | +49.0% | +74.0% | +93.0% |
| 1Y | +145.4% | +54.0% | +91.4% | +109.8% |
| 3Y | +368.6% | +211.6% | +157.0% | +210.9% |
| All | +368.6% | +212.2% | +156.4% | +210.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling