+748.4%
ASX vs FIS
-54.4%
+802.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.7% | +7.0% |
| 7D | -19.9% | -25.5% | +5.5% | -14.1% |
| 30D | -30.9% | -15.1% | -15.8% | -29.0% |
| 3M | -15.1% | -32.1% | +17.0% | -7.3% |
| 6M | -6.5% | -36.1% | +29.6% | +2.4% |
| YTD | +98.4% | -55.4% | +153.8% | +145.4% |
| 1Y | +107.9% | -53.9% | +161.7% | +153.6% |
| 3Y | +325.3% | -39.8% | +365.0% | +350.1% |
| 5Y | +447.3% | -71.1% | +518.4% | +663.8% |
| All | +748.4% | -54.4% | +802.8% | +833.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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