-40.4%
FND vs ALLE
+94.0%
-134.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -3.1% |
| 7D | -6.8% | +3.6% | -10.4% | -9.7% |
| 30D | +8.0% | +25.9% | -17.9% | -12.2% |
| 3M | -18.9% | +15.8% | -34.7% | -28.8% |
| 6M | +4.7% | +48.1% | -43.4% | -26.7% |
| YTD | -21.6% | +22.0% | -43.5% | -35.8% |
| 1Y | -22.0% | +18.0% | -40.0% | -34.0% |
| 3Y | -40.4% | +93.1% | -133.5% | -66.9% |
| All | -40.4% | +94.0% | -134.4% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling