+432.3%
ASX vs FDS
-17.4%
+449.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.4% |
| 7D | -0.7% | -1.9% | +1.2% | -0.6% |
| 30D | +2.0% | +9.0% | -7.0% | +1.4% |
| 3M | -1.3% | +18.9% | -20.2% | -2.7% |
| 6M | +71.4% | +35.1% | +36.3% | +63.2% |
| YTD | +135.3% | +5.5% | +129.8% | +140.5% |
| 1Y | +267.5% | -16.8% | +284.3% | +310.0% |
| 3Y | +388.5% | -28.1% | +416.5% | +470.6% |
| All | +432.3% | -17.4% | +449.7% | +549.6% |
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