-29.1%
FN vs RNG
+163.9%
-193.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.9% | +14.5% | +11.4% |
| 7D | 0.0% | -11.3% | +11.3% | -1.1% |
| 30D | -34.3% | -5.7% | -28.6% | -34.5% |
| 3M | -39.9% | +16.8% | -56.6% | -38.3% |
| 6M | -51.8% | +58.5% | -110.3% | -47.6% |
| YTD | -28.1% | +151.3% | -179.5% | -27.5% |
| 1Y | -29.1% | +169.0% | -198.1% | -33.0% |
| All | -29.1% | +163.9% | -193.0% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling