+826.4%
FN vs RNG
+259.3%
+567.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.0% | +10.9% | +11.7% |
| 7D | +16.3% | -6.2% | +22.5% | +17.5% |
| 30D | -24.7% | -8.0% | -16.7% | -23.6% |
| 3M | -34.9% | +15.7% | -50.6% | -36.6% |
| 6M | -41.1% | +60.3% | -101.4% | -46.6% |
| YTD | -19.6% | +153.8% | -173.4% | -35.2% |
| 1Y | -18.5% | +172.2% | -190.7% | -35.2% |
| 3Y | +119.1% | +174.8% | -55.7% | +68.1% |
| 5Y | +206.9% | -68.6% | +275.6% | +221.2% |
| 10Y | +826.4% | +248.2% | +578.2% | +354.2% |
| All | +826.4% | +259.3% | +567.1% | +354.2% |
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