+121.6%
FE vs RNG
+320.7%
-199.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.3% |
| 7D | 0.0% | -11.3% | +11.3% | +0.5% |
| 30D | +5.2% | -5.7% | +10.9% | +5.4% |
| 3M | 0.0% | +16.8% | -16.8% | -1.0% |
| 6M | +5.0% | +58.5% | -53.4% | +2.0% |
| YTD | +7.9% | +151.3% | -143.4% | +1.4% |
| 1Y | +6.3% | +169.0% | -162.7% | -0.5% |
| 3Y | +46.0% | +156.9% | -110.9% | +34.7% |
| 5Y | +45.6% | -69.0% | +114.6% | +50.1% |
| 10Y | +109.3% | +262.0% | -152.7% | +93.5% |
| All | +121.6% | +320.7% | -199.1% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling