+175.6%
FN vs RNG
-72.1%
+247.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -7.2% |
| 7D | +0.3% | +4.6% | -4.3% | -0.4% |
| 30D | -16.5% | +0.4% | -17.0% | -16.5% |
| 3M | -42.1% | +11.4% | -53.5% | -43.1% |
| 6M | -52.9% | +95.7% | -148.6% | -58.4% |
| YTD | -28.0% | +162.9% | -190.8% | -42.3% |
| 1Y | -18.5% | +180.3% | -198.8% | -35.7% |
| 3Y | +93.9% | +188.3% | -94.5% | +46.2% |
| All | +175.6% | -72.1% | +247.7% | +191.1% |
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