+121.1%
FE vs RNG
+327.7%
-206.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.4% |
| 7D | +1.9% | +5.8% | -3.8% | +1.6% |
| 30D | -1.2% | +19.6% | -20.8% | -2.1% |
| 3M | +3.5% | +67.0% | -63.5% | +0.5% |
| 6M | -6.1% | +88.4% | -94.4% | -9.7% |
| YTD | +7.6% | +155.5% | -147.9% | +1.2% |
| 1Y | +11.9% | +141.7% | -129.8% | +5.4% |
| 3Y | +48.4% | +131.1% | -82.6% | +37.9% |
| 5Y | +44.8% | -70.6% | +115.4% | +50.0% |
| 10Y | +115.9% | +228.2% | -112.3% | +100.3% |
| All | +121.1% | +327.7% | -206.7% | +105.8% |
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 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