+804.7%
FN vs DAR
+290.1%
+514.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.1% | +0.8% | +4.3% |
| 7D | +8.0% | +3.6% | +4.4% | +7.1% |
| 30D | -19.1% | -11.3% | -7.9% | -15.9% |
| 3M | -29.8% | -13.1% | -16.7% | -27.0% |
| 6M | -43.2% | -15.1% | -28.1% | -40.6% |
| YTD | -18.9% | +50.5% | -69.4% | -29.4% |
| 1Y | -17.9% | +57.9% | -75.8% | -29.6% |
| 3Y | +120.1% | +28.9% | +91.2% | +91.5% |
| 5Y | +206.7% | -31.4% | +238.1% | +217.8% |
| 10Y | +804.7% | +301.0% | +503.6% | +353.2% |
| All | +804.7% | +290.1% | +514.6% | +353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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