+52.4%
FND vs ALLE
+160.0%
-107.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -3.9% |
| 7D | -5.1% | +1.6% | -6.7% | -6.3% |
| 30D | +9.2% | +24.1% | -14.9% | -8.3% |
| 3M | -17.7% | +14.8% | -32.5% | -26.3% |
| 6M | +2.5% | +45.9% | -43.4% | -24.5% |
| YTD | -19.8% | +20.7% | -40.6% | -31.8% |
| 1Y | -22.7% | +14.2% | -36.9% | -31.0% |
| 3Y | -38.3% | +90.7% | -129.0% | -63.2% |
| 5Y | -63.0% | +50.6% | -113.5% | -73.7% |
| All | +52.4% | +160.0% | -107.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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