+160.3%
FN vs RNG
+135.4%
+25.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.0% | +3.4% |
| 7D | -1.7% | +5.8% | -7.5% | -2.1% |
| 30D | -22.0% | +19.6% | -41.6% | -23.2% |
| 3M | -43.0% | +67.0% | -110.0% | -45.6% |
| 6M | -27.7% | +88.4% | -116.1% | -33.4% |
| YTD | -10.5% | +155.5% | -166.0% | -24.6% |
| 1Y | +12.5% | +141.7% | -129.2% | -4.4% |
| All | +160.3% | +135.4% | +25.0% | +114.4% |
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