+367.1%
ASX vs FDS
-24.9%
+392.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.2% |
| 7D | -9.1% | -2.0% | -7.2% | -9.5% |
| 30D | -23.6% | +13.5% | -37.1% | -21.6% |
| 3M | -5.6% | +15.2% | -20.8% | -2.5% |
| 6M | +4.7% | +47.0% | -42.3% | +10.6% |
| YTD | +122.6% | +13.9% | +108.7% | +143.8% |
| 1Y | +133.0% | +25.2% | +107.8% | +150.1% |
| 3Y | +367.1% | -25.3% | +392.5% | +468.3% |
| All | +367.1% | -24.9% | +392.1% | +468.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling