+114.5%
FE vs RNG
+215.2%
-100.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -0.2% | -4.1% | +3.9% | 0.0% |
| 30D | -1.2% | +8.6% | -9.8% | -1.7% |
| 3M | +1.7% | +78.0% | -76.3% | -2.0% |
| 6M | -7.5% | +67.0% | -74.5% | -10.8% |
| YTD | +6.3% | +142.4% | -136.1% | -0.4% |
| 1Y | +10.9% | +120.4% | -109.6% | +4.3% |
| 3Y | +46.9% | +122.1% | -75.2% | +35.7% |
| 5Y | +47.6% | -69.8% | +117.5% | +55.4% |
| 10Y | +114.5% | +223.4% | -108.9% | +103.2% |
| All | +114.5% | +215.2% | -100.8% | +103.2% |
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