+842.6%
ASX vs FDS
+135.1%
+707.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +8.7% |
| 7D | -12.3% | -5.0% | -7.3% | -11.4% |
| 30D | -26.0% | +13.8% | -39.8% | -28.5% |
| 3M | -8.1% | +14.8% | -22.9% | -12.0% |
| 6M | +1.4% | +47.4% | -46.0% | -12.4% |
| YTD | +115.6% | +14.2% | +101.4% | +101.8% |
| 1Y | +128.0% | +26.6% | +101.4% | +103.1% |
| 3Y | +371.4% | -24.4% | +395.8% | +415.8% |
| 5Y | +469.4% | -22.6% | +492.1% | +506.4% |
| 10Y | +842.6% | +130.0% | +712.7% | +543.5% |
| All | +842.6% | +135.1% | +707.5% | +543.5% |
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