+16.5%
FND vs ALC
+30.3%
-13.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.5% |
| 7D | +6.8% | +2.3% | +4.5% | +5.4% |
| 30D | +13.1% | +15.5% | -2.5% | +2.7% |
| 3M | -13.1% | +0.6% | -13.6% | -13.2% |
| 6M | -0.6% | +18.4% | -18.9% | -11.5% |
| YTD | -15.5% | -5.6% | -10.0% | -13.5% |
| 1Y | -13.7% | 0.0% | -13.7% | -15.2% |
| 3Y | -35.0% | +2.8% | -37.8% | -39.3% |
| 5Y | -60.1% | -8.8% | -51.3% | -59.7% |
| All | +16.5% | +30.3% | -13.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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