+45.6%
EXC vs RNG
-70.1%
+115.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -1.6% | -9.6% | +8.0% | -1.3% |
| 30D | -2.4% | +8.8% | -11.2% | -2.7% |
| 3M | -4.0% | +78.6% | -82.6% | -5.9% |
| 6M | -9.8% | +70.3% | -80.1% | -11.7% |
| YTD | +2.3% | +140.3% | -138.0% | -1.3% |
| 1Y | +3.8% | +126.6% | -122.8% | +0.3% |
| 3Y | +19.7% | +120.2% | -100.5% | +14.4% |
| 5Y | +45.6% | -68.3% | +113.9% | +41.5% |
| All | +45.6% | -70.1% | +115.7% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling