+289.3%
FN vs RNG
-70.5%
+359.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.0% | +3.7% |
| 7D | -1.7% | +5.8% | -7.5% | -2.5% |
| 30D | -22.0% | +19.6% | -41.6% | -24.2% |
| 3M | -43.0% | +67.0% | -110.0% | -47.7% |
| 6M | -27.7% | +88.4% | -116.1% | -36.4% |
| YTD | -10.5% | +155.5% | -166.0% | -27.4% |
| 1Y | +12.5% | +141.7% | -129.2% | -8.1% |
| 3Y | +153.8% | +131.1% | +22.7% | +101.5% |
| All | +289.3% | -70.5% | +359.8% | +285.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling