+415.3%
ASX vs FDS
-22.8%
+438.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.7% | +10.1% | +6.4% |
| 7D | -19.9% | -0.5% | -19.4% | -19.9% |
| 30D | -30.9% | +20.2% | -51.1% | -31.2% |
| 3M | -15.1% | +19.9% | -35.0% | -15.7% |
| 6M | -6.5% | +56.2% | -62.6% | -12.2% |
| YTD | +98.4% | +14.6% | +83.9% | +102.7% |
| 1Y | +107.9% | +31.6% | +76.3% | +100.7% |
| 3Y | +325.3% | -23.8% | +349.1% | +405.4% |
| All | +415.3% | -22.8% | +438.1% | +483.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling