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  • ASX vs FTI✓SelectedUSD · FTIASX vs FTI performance historyLatest closeAs of+0.21%09/04
Stock and ETF performance explorer

ASX vs FTI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,609.7%
FTI return
+2,165.1%
Excess return
+4,444.6%
Maximum drawdown
-74.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFTIExcessAlpha
1D+0.2%-0.3%+0.5%+0.3%
7D-0.7%+5.3%-6.0%-2.2%
30D+2.0%+15.3%-13.3%-2.2%
3M-1.3%+15.8%-17.1%-5.6%
6M+71.4%+22.6%+48.9%+60.7%
YTD+135.3%+79.5%+55.8%+97.8%
1Y+267.5%+102.0%+165.5%+197.7%
3Y+388.5%+315.8%+72.7%+213.9%
5Y+417.1%+1,129.5%-712.4%+128.7%
10Y+872.7%+320.9%+551.8%+395.7%
All+6,609.7%+2,165.1%+4,444.6%+1,370.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling