+67.7%
FERG vs RNG
-68.4%
+136.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.6% | -6.1% | +3.5% | -1.8% |
| 30D | -8.9% | +9.6% | -18.5% | -10.1% |
| 3M | -2.0% | +83.3% | -85.4% | -10.2% |
| 6M | -3.2% | +77.9% | -81.1% | -11.8% |
| YTD | +1.5% | +139.9% | -138.4% | -12.9% |
| 1Y | +0.5% | +121.7% | -121.2% | -13.0% |
| 3Y | +50.4% | +121.9% | -71.5% | +26.7% |
| All | +67.7% | -68.4% | +136.1% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling