+985.8%
ASX vs FDS
+127.7%
+858.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +12.4% | +1.5% | +10.9% | +12.1% |
| 30D | -19.8% | +14.8% | -34.6% | -22.6% |
| 3M | -10.3% | +16.3% | -26.6% | -14.3% |
| 6M | +1.2% | +66.2% | -65.0% | -15.8% |
| YTD | +123.0% | +16.2% | +106.8% | +108.0% |
| 1Y | +145.4% | +21.8% | +123.6% | +123.4% |
| 3Y | +368.6% | -23.9% | +392.5% | +413.7% |
| 5Y | +486.0% | -23.1% | +509.1% | +529.0% |
| All | +985.8% | +127.7% | +858.1% | +635.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling