+748.4%
ASX vs FN
+753.0%
-4.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +11.7% | -5.2% | +2.4% |
| 7D | -19.9% | 0.0% | -19.9% | -19.8% |
| 30D | -30.9% | -34.3% | +3.4% | -20.2% |
| 3M | -15.1% | -39.9% | +24.8% | 0.0% |
| 6M | -6.5% | -51.8% | +45.4% | +17.5% |
| YTD | +98.4% | -28.1% | +126.6% | +114.8% |
| 1Y | +107.9% | -29.1% | +136.9% | +124.4% |
| 3Y | +325.3% | +102.4% | +222.8% | +212.0% |
| 5Y | +447.3% | +171.7% | +275.6% | +251.8% |
| All | +748.4% | +753.0% | -4.6% | +334.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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