+392.6%
ASX vs FN
+158.4%
+234.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -1.0% |
| 7D | -0.7% | -1.7% | +1.0% | -0.1% |
| 30D | +2.0% | -22.0% | +24.0% | +10.9% |
| 3M | -1.3% | -43.0% | +41.7% | +19.5% |
| 6M | +71.4% | -27.7% | +99.2% | +88.0% |
| YTD | +135.3% | -10.5% | +145.8% | +136.6% |
| 1Y | +267.5% | +12.5% | +255.0% | +238.0% |
| All | +392.6% | +158.4% | +234.3% | +212.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling