+107.9%
ASX vs FDS
+29.3%
+78.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.7% | +10.1% | +4.9% |
| 7D | -19.9% | -0.5% | -19.4% | -20.0% |
| 30D | -30.9% | +20.2% | -51.1% | -25.3% |
| 3M | -15.1% | +19.9% | -35.0% | -7.5% |
| 6M | -6.5% | +56.2% | -62.6% | +11.0% |
| YTD | +98.4% | +14.6% | +83.9% | +130.7% |
| 1Y | +107.9% | +31.6% | +76.3% | +151.5% |
| All | +107.9% | +29.3% | +78.6% | +151.5% |
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 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