+913.4%
ASX vs VFC
-69.1%
+982.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +7.9% | +6.6% |
| 7D | +6.3% | +0.8% | +5.5% | +6.0% |
| 30D | +6.4% | -11.9% | +18.4% | +10.0% |
| 3M | +13.1% | -20.2% | +33.3% | +19.4% |
| 6M | +90.3% | -23.0% | +113.3% | +102.3% |
| YTD | +149.6% | -26.2% | +175.8% | +167.0% |
| 1Y | +249.2% | -13.3% | +262.5% | +252.5% |
| 3Y | +445.9% | -25.5% | +471.4% | +412.7% |
| 5Y | +477.7% | -78.1% | +555.8% | +749.3% |
| 10Y | +913.4% | -68.8% | +982.2% | +1,285.9% |
| All | +913.4% | -69.1% | +982.5% | +1,285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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