-83.2%
FIG vs ASX
+250.6%
-333.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.6% | -5.5% | +2.9% |
| 7D | -12.6% | -12.3% | -0.3% | -12.9% |
| 30D | -13.8% | -26.0% | +12.2% | -14.8% |
| 3M | -16.7% | -8.1% | -8.6% | -16.5% |
| 6M | -6.1% | +1.4% | -7.5% | -10.0% |
| YTD | -48.1% | +115.6% | -163.6% | -62.7% |
| 1Y | -56.2% | +128.0% | -184.2% | -69.4% |
| All | -83.2% | +250.6% | -333.8% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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