+60.5%
FND vs ALLY
+139.1%
-78.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.3% |
| 7D | +6.8% | -0.7% | +7.5% | +7.5% |
| 30D | +13.1% | +1.1% | +11.9% | +12.8% |
| 3M | -13.1% | -13.2% | +0.1% | -5.6% |
| 6M | -0.6% | -13.5% | +12.9% | +8.4% |
| YTD | -15.5% | -14.3% | -1.2% | -8.0% |
| 1Y | -13.7% | -1.1% | -12.5% | -13.2% |
| 3Y | -35.0% | +62.0% | -97.0% | -51.6% |
| 5Y | -60.1% | -9.6% | -50.4% | -60.5% |
| All | +60.5% | +139.1% | -78.6% | -4.8% |
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