-40.6%
FIS vs RNG
+222.9%
-263.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -7.9% | -6.1% | -1.8% | -6.8% |
| 30D | -8.0% | +9.6% | -17.6% | -9.4% |
| 3M | +0.6% | +83.3% | -82.7% | -10.1% |
| 6M | -22.2% | +77.9% | -100.1% | -30.6% |
| YTD | -40.8% | +139.9% | -180.7% | -50.5% |
| 1Y | -41.5% | +121.7% | -163.2% | -50.6% |
| 3Y | -25.5% | +121.9% | -147.4% | -39.6% |
| 5Y | -64.8% | -68.4% | +3.6% | -62.2% |
| All | -40.6% | +222.9% | -263.4% | -55.5% |
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