+46.0%
FE vs RNG
+154.7%
-108.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.4% |
| 7D | 0.0% | -11.3% | +11.3% | -0.1% |
| 30D | +5.2% | -5.7% | +10.9% | +5.2% |
| 3M | 0.0% | +16.8% | -16.8% | -0.1% |
| 6M | +5.0% | +58.5% | -53.4% | +4.8% |
| YTD | +7.9% | +151.3% | -143.4% | +7.1% |
| 1Y | +6.3% | +169.0% | -162.7% | +5.5% |
| 3Y | +46.0% | +156.9% | -110.9% | +40.8% |
| All | +46.0% | +154.7% | -108.6% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling