+2,513.9%
ASX vs FN
+3,620.5%
-1,106.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.6% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | +2.0% | -22.0% | +24.0% | +8.0% |
| 3M | -1.3% | -43.0% | +41.7% | +12.7% |
| 6M | +71.4% | -27.7% | +99.2% | +83.2% |
| YTD | +135.3% | -10.5% | +145.8% | +137.6% |
| 1Y | +267.5% | +12.5% | +255.0% | +250.8% |
| 3Y | +388.5% | +153.8% | +234.7% | +276.9% |
| 5Y | +417.1% | +288.0% | +129.1% | +258.7% |
| 10Y | +872.7% | +906.4% | -33.7% | +468.8% |
| All | +2,513.9% | +3,620.5% | -1,106.6% | +1,274.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling