+49.0%
FND vs DAR
+266.9%
-217.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -6.8% | +11.6% | -18.4% | -10.7% |
| 30D | +8.0% | -10.2% | +18.2% | +11.9% |
| 3M | -18.9% | -14.8% | -4.1% | -15.0% |
| 6M | +4.7% | -10.1% | +14.8% | +6.0% |
| YTD | -21.6% | +55.5% | -77.1% | -38.1% |
| 1Y | -22.0% | +61.7% | -83.7% | -39.6% |
| 3Y | -40.4% | +37.2% | -77.6% | -53.2% |
| 5Y | -63.8% | -26.9% | -36.9% | -63.7% |
| All | +49.0% | +266.9% | -217.9% | -37.2% |
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