+155.8%
EXC vs RNG
+222.9%
-67.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -1.1% | -6.1% | +5.0% | -0.7% |
| 30D | -3.6% | +9.6% | -13.3% | -4.2% |
| 3M | -4.3% | +83.3% | -87.6% | -7.9% |
| 6M | -9.9% | +77.9% | -87.9% | -13.5% |
| YTD | +1.8% | +139.9% | -138.2% | -4.6% |
| 1Y | +2.9% | +121.7% | -118.8% | -3.3% |
| 3Y | +19.1% | +121.9% | -102.8% | +10.0% |
| 5Y | +44.8% | -68.4% | +113.2% | +50.5% |
| All | +155.8% | +222.9% | -67.0% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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