+415.3%
ASX vs FTI
+776.4%
-361.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.1% | +3.3% | +5.5% |
| 7D | -19.9% | -7.6% | -12.3% | -17.9% |
| 30D | -30.9% | -7.1% | -23.7% | -29.3% |
| 3M | -15.1% | -8.7% | -6.4% | -12.9% |
| 6M | -6.5% | -14.0% | +7.5% | -2.8% |
| YTD | +98.4% | +42.8% | +55.6% | +80.2% |
| 1Y | +107.9% | +50.4% | +57.5% | +86.1% |
| 3Y | +325.3% | +194.1% | +131.2% | +217.4% |
| All | +415.3% | +776.4% | -361.1% | +189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling