+743.6%
FN vs DAR
+268.8%
+474.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.7% | +12.0% |
| 7D | 0.0% | -9.9% | +9.9% | +3.3% |
| 30D | -34.3% | -16.4% | -17.9% | -30.6% |
| 3M | -39.9% | -17.1% | -22.8% | -36.7% |
| 6M | -51.8% | -20.5% | -31.4% | -48.7% |
| YTD | -28.1% | +39.4% | -67.6% | -36.0% |
| 1Y | -29.1% | +57.2% | -86.3% | -39.3% |
| 3Y | +102.4% | +13.9% | +88.6% | +83.0% |
| 5Y | +171.7% | -40.8% | +212.5% | +195.1% |
| All | +743.6% | +268.8% | +474.8% | +335.6% |
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