+2,513.9%
ASX vs FN
+3,020.0%
-506.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.0% | +2.0% | -2.4% |
| 7D | -14.6% | -7.0% | -7.6% | -13.3% |
| 30D | -21.1% | -24.7% | +3.6% | -15.5% |
| 3M | -3.1% | -35.7% | +32.6% | +7.3% |
| 6M | +17.4% | -52.4% | +69.8% | +39.0% |
| YTD | +135.3% | -25.0% | +160.3% | +147.5% |
| 1Y | +146.5% | -25.7% | +172.2% | +158.7% |
| 3Y | +403.1% | +110.2% | +292.9% | +305.6% |
| 5Y | +551.7% | +192.3% | +359.4% | +380.7% |
| 10Y | +923.7% | +812.3% | +111.4% | +517.9% |
| All | +2,513.9% | +3,020.0% | -506.1% | +1,331.1% |
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