-45.4%
FND vs ALLE
-8.3%
-37.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.0% |
| 7D | +0.4% | +2.8% | -2.4% | -1.9% |
| 30D | -23.6% | -7.6% | -15.9% | -18.1% |
| 3M | +4.3% | +22.8% | -18.4% | -12.5% |
| 6M | -20.3% | +4.6% | -24.9% | -25.2% |
| YTD | -21.3% | -1.2% | -20.1% | -26.3% |
| 1Y | -45.4% | -9.1% | -36.2% | -45.0% |
| All | -45.4% | -8.3% | -37.1% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling