+102.4%
FN vs RNG
+154.7%
-52.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.9% | +14.5% | +11.9% |
| 7D | 0.0% | -11.3% | +11.3% | +0.9% |
| 30D | -34.3% | -5.7% | -28.6% | -33.9% |
| 3M | -39.9% | +16.8% | -56.6% | -40.5% |
| 6M | -51.8% | +58.5% | -110.3% | -53.6% |
| YTD | -28.1% | +151.3% | -179.5% | -38.7% |
| 1Y | -29.1% | +169.0% | -198.1% | -40.5% |
| 3Y | +102.4% | +156.9% | -54.5% | +63.4% |
| All | +102.4% | +154.7% | -52.2% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling