-48.9%
FND vs DAR
+14.9%
-63.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.9% | -7.5% | -5.3% |
| 7D | +0.4% | -0.9% | +1.2% | +0.5% |
| 30D | -23.6% | +13.0% | -36.5% | -26.3% |
| 3M | +4.3% | +15.0% | -10.7% | -0.6% |
| 6M | -20.3% | +26.8% | -47.1% | -27.3% |
| YTD | -21.3% | +86.4% | -107.7% | -37.4% |
| 1Y | -45.4% | +115.1% | -160.5% | -58.9% |
| 3Y | -48.9% | +14.6% | -63.5% | -54.9% |
| All | -48.9% | +14.9% | -63.7% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling