+531.6%
FICO vs RNG
+259.3%
+272.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.4% |
| 7D | -0.1% | -6.2% | +6.2% | +1.7% |
| 30D | +8.4% | -8.0% | +16.4% | +10.4% |
| 3M | -30.5% | +15.7% | -46.2% | -33.6% |
| 6M | -35.7% | +60.3% | -96.1% | -44.8% |
| YTD | -57.2% | +153.8% | -211.0% | -68.4% |
| 1Y | -58.4% | +172.2% | -230.6% | -70.0% |
| 3Y | -24.8% | +174.8% | -199.6% | -49.1% |
| 5Y | +79.3% | -68.6% | +147.9% | +105.0% |
| 10Y | +531.6% | +248.2% | +283.5% | +256.8% |
| All | +531.6% | +259.3% | +272.4% | +256.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling