+267.5%
ASX vs FDS
-17.4%
+284.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | -1.0% |
| 7D | -0.7% | -1.9% | +1.2% | -1.3% |
| 30D | +2.0% | +9.0% | -7.0% | +5.4% |
| 3M | -1.3% | +18.9% | -20.2% | +7.3% |
| 6M | +71.4% | +35.1% | +36.3% | +91.4% |
| YTD | +135.3% | +5.5% | +129.8% | +156.3% |
| 1Y | +267.5% | -16.8% | +284.3% | +302.3% |
| All | +267.5% | -17.4% | +284.9% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling