+48.5%
FND vs DAR
+342.4%
-293.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -19.6% | +7.4% | -27.0% | -22.4% |
| 3M | -4.3% | +15.7% | -20.0% | -11.5% |
| 6M | -20.4% | +30.0% | -50.5% | -30.8% |
| YTD | -21.9% | +87.5% | -109.4% | -42.1% |
| 1Y | -45.2% | +113.4% | -158.6% | -61.9% |
| 3Y | -49.2% | +15.3% | -64.5% | -56.0% |
| 5Y | -61.8% | -4.3% | -57.5% | -65.6% |
| All | +48.5% | +342.4% | -293.9% | -41.3% |
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