+48.5%
FND vs ALM
+4,077.8%
-4,029.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.6% |
| 7D | -0.8% | +3.6% | -4.4% | -0.9% |
| 30D | -19.6% | +33.8% | -53.4% | -20.4% |
| 3M | -4.3% | +14.8% | -19.1% | -5.1% |
| 6M | -20.4% | -7.0% | -13.5% | -20.8% |
| YTD | -21.9% | +108.1% | -129.9% | -24.0% |
| 1Y | -45.2% | +313.8% | -359.0% | -47.8% |
| 3Y | -49.2% | +2,227.6% | -2,276.9% | -55.9% |
| 5Y | -61.8% | +956.6% | -1,018.4% | -66.1% |
| All | +48.5% | +4,077.8% | -4,029.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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