-31.3%
FND vs DAR
+21.9%
-53.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.7% | -0.6% | +3.1% |
| 7D | +8.5% | -2.8% | +11.3% | +9.1% |
| 30D | +17.2% | -12.8% | +30.0% | +20.3% |
| 3M | -14.9% | -11.6% | -3.4% | -13.7% |
| 6M | +3.1% | -16.8% | +19.9% | +5.7% |
| YTD | -12.4% | +45.9% | -58.3% | -26.9% |
| 1Y | -10.0% | +61.5% | -71.5% | -27.6% |
| 3Y | -31.3% | +23.0% | -54.3% | -40.4% |
| All | -31.3% | +21.9% | -53.2% | -40.4% |
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