+465.9%
FERG vs RNG
+309.1%
+156.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.4% | -0.6% |
| 7D | +3.4% | -0.8% | +4.2% | +3.4% |
| 30D | -11.5% | +11.4% | -22.9% | -12.2% |
| 3M | +1.3% | +72.1% | -70.8% | -2.9% |
| 6M | -1.0% | +67.9% | -68.9% | -5.3% |
| YTD | +3.2% | +144.3% | -141.1% | -4.7% |
| 1Y | -3.0% | +117.5% | -120.5% | -9.7% |
| 3Y | +55.0% | +123.9% | -68.9% | +42.2% |
| 5Y | +72.6% | -70.1% | +142.7% | +60.3% |
| 10Y | +358.9% | +215.9% | +143.1% | +301.7% |
| All | +465.9% | +309.1% | +156.8% | +396.0% |
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