+284.0%
FITB vs RNG
+222.9%
+61.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.3% | -6.1% | +5.8% | +0.6% |
| 30D | -5.7% | +9.6% | -15.3% | -7.1% |
| 3M | +3.2% | +83.3% | -80.2% | -6.5% |
| 6M | +23.4% | +77.9% | -54.5% | +11.1% |
| YTD | +18.8% | +139.9% | -121.1% | +0.7% |
| 1Y | +25.0% | +121.7% | -96.7% | +6.9% |
| 3Y | +131.2% | +121.9% | +9.3% | +92.5% |
| 5Y | +70.7% | -68.4% | +139.0% | +69.7% |
| All | +284.0% | +222.9% | +61.1% | +142.1% |
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