+49.5%
FND vs ALLY
+165.9%
-116.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -2.7% |
| 7D | +0.4% | +1.0% | -0.7% | -0.1% |
| 30D | -23.6% | -3.3% | -20.3% | -22.1% |
| 3M | +4.3% | +0.5% | +3.9% | +4.2% |
| 6M | -20.3% | +12.6% | -32.9% | -25.4% |
| YTD | -21.3% | -4.7% | -16.6% | -19.5% |
| 1Y | -45.4% | +5.2% | -50.6% | -47.2% |
| 3Y | -48.9% | +66.5% | -115.3% | -62.8% |
| 5Y | -61.0% | +0.2% | -61.3% | -64.1% |
| All | +49.5% | +165.9% | -116.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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