+66.4%
FND vs ALK
-48.7%
+115.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +0.8% |
| 7D | +8.5% | +8.9% | -0.4% | +4.5% |
| 30D | +17.2% | +5.9% | +11.3% | +14.2% |
| 3M | -14.9% | -16.5% | +1.6% | -7.9% |
| 6M | +3.1% | +2.1% | +1.0% | +1.8% |
| YTD | -12.4% | -17.1% | +4.7% | -6.4% |
| 1Y | -10.0% | -2.9% | -7.1% | -10.4% |
| 3Y | -31.3% | +24.5% | -55.8% | -42.7% |
| 5Y | -60.3% | -29.1% | -31.2% | -58.1% |
| All | +66.4% | -48.7% | +115.1% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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