-59.9%
FND vs ALLE
+13.7%
-73.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.8% |
| 7D | -5.2% | -0.2% | -5.0% | -4.9% |
| 30D | -19.9% | -6.8% | -13.1% | -14.3% |
| 3M | +2.7% | +21.0% | -18.3% | -14.0% |
| 6M | -21.7% | +1.1% | -22.8% | -22.8% |
| YTD | -17.5% | -0.5% | -17.0% | -18.3% |
| 1Y | -39.3% | -7.3% | -32.0% | -35.7% |
| 3Y | -49.8% | +42.3% | -92.0% | -64.5% |
| All | -59.9% | +13.7% | -73.7% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling