+123.4%
FE vs RNG
+234.5%
-111.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | +1.2% | +4.6% | -3.4% | +1.0% |
| 30D | +4.5% | +0.4% | +4.1% | +4.4% |
| 3M | +1.3% | +11.4% | -10.1% | +0.5% |
| 6M | +8.7% | +95.7% | -87.0% | +3.9% |
| YTD | +9.2% | +162.9% | -153.7% | +1.7% |
| 1Y | +7.0% | +180.3% | -173.3% | -0.9% |
| 3Y | +51.4% | +188.3% | -137.0% | +37.2% |
| 5Y | +47.7% | -72.5% | +120.2% | +58.2% |
| All | +123.4% | +234.5% | -111.0% | +115.7% |
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