+39.5%
EXC vs RNG
-71.6%
+111.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | -1.9% | +2.3% | -4.2% | -2.0% |
| 30D | +7.8% | -3.4% | +11.2% | +7.8% |
| 3M | +1.9% | +20.9% | -19.0% | +1.1% |
| 6M | +3.4% | +82.2% | -78.8% | +1.0% |
| YTD | +7.6% | +164.6% | -157.0% | +3.3% |
| 1Y | +2.1% | +177.0% | -174.9% | -2.2% |
| 3Y | +29.6% | +177.4% | -147.8% | +22.5% |
| 5Y | +39.5% | -72.3% | +111.8% | +36.4% |
| All | +39.5% | -71.6% | +111.1% | +36.4% |
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